Portfolio Optimization of Commodity Futures with Seasonal Components and Higher Moments
Bjerring, Thomas Trier, Rasmussen, Kourosh Marjani, Weissensteiner, AlexYear:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2869969
File:
PDF, 406 KB
english, 2016