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]
@article{WangALUK22,
title = {Portfolio optimization of financial commodities with energy futures},
author = {Lu Wang and Ferhana Ahmad and Gong-li Luo and Muhammad Umar and Dervis Kirikkaleli},
year = {2022},
doi = {10.1007/s10479-021-04283-x},
url = {https://doi.org/10.1007/s10479-021-04283-x},
researchr = {https://researchr.org/publication/WangALUK22},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {313},
number = {1},
pages = {401-439},
}