//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Style integration"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Style integration
4
Portfolio selection
3
Portfolio-Management
3
Commodity derivative
2
Rohstoffderivat
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian portfolio optimization
1
Commodity futures
1
Commodity risk premia
1
Derivat
1
Derivative
1
Diversification
1
Factor investing
1
Futures markets
1
Hedging
1
Long-short asset allocation
1
Long-short portfolio
1
Machine learning
1
Market integration
1
Marktintegration
1
Parameter estimation risk
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Strategic asset allocation
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fuertes, Ana María
2
Miffre, Joëlle
2
Faff, Robert W.
1
Fernandez-Perez, Adrian
1
Liu, Hailong
1
Low, Rand Kwong Yew
1
Rad, Hossein
1
Ren, Yangyang
1
Zhao, Nan
1
Zhou, Chunyang
1
Zhu, Shunwei
1
more ...
less ...
Published in...
All
Journal of commodity markets
2
Journal of banking & finance
1
Pacific-Basin finance journal
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commodity factor investing via machine learning
Zhu, Shunwei
;
Zhou, Chunyang
;
Liu, Hailong
;
Ren, Yangyang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014491183
Saved in:
2
A Bayesian perspective on commodity
style
integration
Fuertes, Ana María
;
Zhao, Nan
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
Saved in:
3
The strategic allocation to style-integrated portfolios of commodity futures
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014335265
Saved in:
4
A comprehensive appraisal of
style-integration
methods
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->