Portfolio optimization of financial commodities with energy futures

Lu Wang, Ferhana Ahmad, Gong-li Luo, Muhammad Umar, Dervis Kirikkaleli. Portfolio optimization of financial commodities with energy futures. Annals OR, 313(1):401-439, 2022. [doi]

Authors

Lu Wang

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Ferhana Ahmad

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Gong-li Luo

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Muhammad Umar

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Dervis Kirikkaleli

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