Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000)
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scientific article; zbMATH DE number 6939212
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection with commodities under conditional copulas and skew preferences |
scientific article; zbMATH DE number 6939212 |
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Portfolio selection with commodities under conditional copulas and skew preferences (English)
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19 September 2018
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portfolio selection
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commodity futures
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conditional copulas
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skew preferences
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0.86884046
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0.86633676
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0.86614203
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0.8566191
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0.8520241
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0.8482171
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0.8475938
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0.84740126
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0.8466056
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