Portfolio optimization of financial commodities with energy futures (Q2150875)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization of financial commodities with energy futures |
scientific article |
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Portfolio optimization of financial commodities with energy futures (English)
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30 June 2022
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energy futures
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portfolio diversification
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commodity futures
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risk management
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mean-variance analysis
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efficient frontier
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