"Portfolio optimization of financial commodities with energy futures."

Lu Wang et al. (2022)

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DOI: 10.1007/S10479-021-04283-X

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - journals/anor/WangALUK22
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  - https://dblp.org/rec/journals/anor/WangALUK22
Lu Wang, Ferhana Ahmad, Gong-li Luo, Muhammad Umar, Dervis Kirikkaleli:
Portfolio optimization of financial commodities with energy futures. Ann. Oper. Res. 313(1): 401-439 (2022)

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