Emergence of Commodity Derivatives as Defensive Instrument in Portfolio Risk Hedging: A Case of Indian Commodity Markets

Data publikacji: 15 cze 2017

Zakres stron: 202 - 234

DOI: https://doi.org/10.1515/sbe-2017-0015

Słowa kluczowe

commodity derivatives, portfolio risk, Markowitz Efficient Frontier

© 2017 Singhal Shelly, published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.