Quadratic Investment Portfolio Based on Value-at-risk with Risk-Free Assets: For Stocks of the Mining and Energy Sector
<p>The mining and energy sector is still the driving force for economic development and community empowerment, especially around mining and energy activities. Therefore, increased investment in the mining and energy sectors needs to be increased and balanced with stricter safety and environmen...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2021-06-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/11165 |