Commodities or not commodities? : Portfolio optimization with robust Mean-Variance and Mean-Conditional Value at Risk strategies
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| Format: | Others |
| Language: | English |
| Published: |
Umeå universitet, Nationalekonomi
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-56911 |
| Description not available. |