Title:

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

Authors:

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

Journal:

North American Journal Of Economics And Finance

Year:

2013

Volume:

25

Pages:

318-334

JEL codes:

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