Robust portfolios with commodities and stochastic interest rates (Q5014231)
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scientific article; zbMATH DE number 7436813
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| default for all languages | No label defined |
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| English | Robust portfolios with commodities and stochastic interest rates |
scientific article; zbMATH DE number 7436813 |
Statements
Robust portfolios with commodities and stochastic interest rates (English)
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1 December 2021
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multivariate portfolio choice
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ambiguity aversion
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commodity markets
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welfare-equivalent losses
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0.8041369915008545
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0.7900112867355347
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0.7775431275367737
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0.7565121650695801
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0.7564680576324463
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