Pages that link to "Item:Q2271822"
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The following pages link to A class of portfolio selection with a four-factor futures price model (Q2271822):
Displaying 7 items.
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- A class of multi-period semi-variance portfolio selection with a four-factor futures price model (Q1032527) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Optimal bitcoin trading with inverse futures (Q2241555) (← links)
- A class of multi-period semi-variance portfolio for petroleum exploration and development (Q2935086) (← links)
- Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection (Q5494679) (← links)