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doi.org/10.1007/s10479-021-04283-x
Portfolio optimization of financial commodities with energy futures
Lu Wang
13
,
Ferhana Ahmad
6
,
...,
Derviş Kırıkkaleli
65
View all 5 authors
Annals of Operations Research
4.50
Volume: 313, Issue: 1, Pages: 401 - 439
Published
: Oct 24, 2021
46
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Paper Fields
Finance
Business
Diversification (marketing strategy)
Replicating portfolio
Corporate governance
Biology
Financial economics
Futures contract
Open-end fund
Portfolio insurance
Marketing
Economics
Spread trade
Ecology
Portfolio optimization
Institutional investor
Portfolio
Hedge
Volatility (finance)
Paper Details
Title
Portfolio optimization of financial commodities with energy futures
DOI
doi.org/10.1007/s10479-021-04283-x
Published Date
Oct 24, 2021
Journal
Annals of Operations Research
Volume
313
Issue
1
Pages
401 - 439
Notes
History
View all history