Título:

Downside Risk Management and VaR-Based Optimal Portfolios for Precious Metals, Oil and Stocks

Autores:

Paulo Araújo Santos (U Lisboa)
Shawkat Hammoudeh (Drexel U)
Abdullah Al-Hassan (IMF)

Revista:

North American Journal Of Economics And Finance

Ano:

2013

Volume:

25

Páginas:

318-334

Códigos JEL:

G11 - Portfolio Choice; Investment Decisions
L61 - Metals and Metal Products; Cement; Glass; Ceramics
L71 - Mining, Extraction, and Refining: Hydrocarbon Fuels
Q41 - Demand and Supply