"Performance replication of the Spot Energy Index with optimal equity ..."

Kostas Andriosopoulos, Nikos Nomikos (2014)

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DOI: 10.1016/J.EJOR.2013.09.006

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type: Journal Article

metadata version: 2020-02-21

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Kostas Andriosopoulos, Nikos Nomikos:
Performance replication of the Spot Energy Index with optimal equity portfolio selection: Evidence from the UK, US and Brazilian markets. Eur. J. Oper. Res. 234(2): 571-582 (2014)

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