Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets
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DOI: 10.1016/j.rfe.2015.02.005
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References listed on IDEAS
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More about this item
Keywords
Risk analysis; Monte Carlo; Portfolio diversification; Commodity futures;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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