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A Feedback Model for the Financialization of Commodity Markets - MaRDI portal

A Feedback Model for the Financialization of Commodity Markets (Q3195109)

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A Feedback Model for the Financialization of Commodity Markets
scientific article

    Statements

    title
    A Feedback Model for the Financialization of Commodity Markets (English)
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    author
    Patrick P. K. Chan
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    Ronnie Sircar
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    Michael Stein
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    publication date
    21 October 2015
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    zbMATH Keywords
    financialization
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    portfolio optimization
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    commodity markets
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    Identifiers

    DOI
    10.1137/140995349
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    Mathematics Subject Classification ID
    91G10
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    91G80
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    49L20
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    zbMATH DE Number
    6497250
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    OpenAlex ID
    W3122514391
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