Pages that link to "Item:Q468419"
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The following pages link to Optimal portfolios in commodity futures markets (Q468419):
Displaying 13 items.
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
- A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
- Constrained dynamic futures portfolios with stochastic basis (Q2701100) (← links)
- Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- (Q3537907) (← links)
- The structure of optimal investment strategy on the futures market (Q4232359) (← links)
- Optimal asset allocation for commodity sovereign wealth funds (Q6158414) (← links)