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Commodities or not commodities?: Portfolio optimization with robust Mean-Variance and Mean-Conditional Value at Risk strategies
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Economics.
2012 (English)Independent thesis Advanced level (professional degree), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2012. , 72 p.
National Category
URN: urn:nbn:se:umu:diva-56911OAI: diva2:538229
Subject / course
Degree Project in Economics
Educational program
Study Programme in Business Administration and Economics
Social and Behavioural Science, Law
Available from: 2012-06-29 Created: 2012-06-29 Last updated: 2012-10-18Bibliographically approved

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