What is the optimal weight for gold in a portfolio?

DOI10.1007/S10479-019-03496-5zbMATH Open1461.91280OpenAlexW2902729562WikidataQ120624304 ScholiaQ120624304MaRDI QIDQ829152FDOQ829152

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

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zbMATH Keywords

asset allocationgoldportfolio formation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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

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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