Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model uncertainty on commodity portfolios, the role of convenience yield |
scientific article |
Statements
Model uncertainty on commodity portfolios, the role of convenience yield (English)
0 references
10 January 2022
0 references
multivariate portfolio choice
0 references
ambiguity aversion
0 references
commodity markets
0 references
welfare-equivalent losses
0 references
0 references
0 references
0 references
