Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks

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Bibliographische Detailangaben
Veröffentlicht in:	The North American journal of economics and finance
1. Verfasser:	Hammoudeh, Shawkat (VerfasserIn)
Weitere Verfasser:	Santos, Paulo Araújo (VerfasserIn), Al-Hassan, Abdullah (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2013
Schlagworte:	Key assets > Value-at-Risk > Optimal portfolios > Efficient frontiers > Risk management > Aufsatz in Zeitschrift
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