Commodities or not commodities? : Portfolio optimization with robust Mean-Variance and Mean-Conditional Value at Risk strategies

Bibliographic Details
Main Author: Kushch, Paul
Format: Others
Language:English
Published: Umeå universitet, Nationalekonomi 2012
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-56911