Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057)
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scientific article; zbMATH DE number 7454718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model uncertainty on commodity portfolios, the role of convenience yield |
scientific article; zbMATH DE number 7454718 |
Statements
Model uncertainty on commodity portfolios, the role of convenience yield (English)
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10 January 2022
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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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0.91401887
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0.8771593
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0.86720234
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0.83600307
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0.8355182
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0.8317743
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