Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio selection with commodities under conditional copulas and skew preferences |
scientific article; zbMATH DE number 6939212
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio selection with commodities under conditional copulas and skew preferences |
scientific article; zbMATH DE number 6939212 |
Statements
Portfolio selection with commodities under conditional copulas and skew preferences (English)
0 references
19 September 2018
0 references
portfolio selection
0 references
commodity futures
0 references
conditional copulas
0 references
skew preferences
0 references
0 references
0 references
0.86884046
0 references
0.86633676
0 references
0.86614203
0 references
0.8566191
0 references
0.8520241
0 references
0.8482171
0 references
0.8475938
0 references
0.84740126
0 references
0.8466056
0 references
