What is the optimal weight for gold in a portfolio?

DOI10.1007/S10479-019-03496-5zbMath1461.91280OpenAlexW2902729562WikidataQ120624304 ScholiaQ120624304MaRDI QIDQ829152

Maurice Peat, Samuel A. Vigne, Aleksandar Šević, Brian M. Lucey

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2262/92171

zbMATH Keywords

asset allocationgoldportfolio formation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
• Unnamed Item

This page was built for publication: What is the optimal weight for gold in a portfolio?