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Portfolio selection with commodities under conditional copulas and skew preferences - MaRDI portal

Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000)

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scientific article; zbMATH DE number 6939212
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Portfolio selection with commodities under conditional copulas and skew preferences
scientific article; zbMATH DE number 6939212

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    Portfolio selection with commodities under conditional copulas and skew preferences (English)
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    19 September 2018
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    portfolio selection
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    commodity futures
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    conditional copulas
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    skew preferences
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    Identifiers