What is the optimal weight for gold in a portfolio?

DOI10.1007/S10479-019-03496-5MaRDI QIDQ829152zbMATH OpenOpenAlexWikidataFDO

Authors Brian M. Lucey, Maurice Peat, Aleksandar Šević, Samuel A. Vigne

Publication date 5 May 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2262/92171

zbMATH Keywords

asset allocationgoldportfolio formation

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
• Evolutionary optimization algorithms. Biologically inspired and population-based approaches to computer intelligence

Cited in

(2)

• Gold in portfolio: a long-term or short-term diversifier?
• Balancing cryptoassets and gold: a weighted-risk-contribution index for the alternative asset space

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