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

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

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