Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks - Concepedia

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Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks

110

Citations

45

References

2012

Year

Shawkat Hammoudeh, P. Araújo Santos, Abdullah Al-Hassan

The North American Journal of Economics and Finance

EconomicsPortfolio OptimizationPrecious MetalsAsset PricingValue-at-riskRisk ManagementManagementBusinessPortfolio ManagementDownside Risk ManagementVar-based Optimal PortfoliosFinancial EngineeringPortfolio AllocationFinancePortfolio Choice

References

	Year	Citations

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