The portfolio strategy and hedging: A spectrum perspective on mean–variance theory
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DOI: 10.1016/j.iref.2011.09.001
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Cited by:
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- Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J., 2015.
"Mean-variance portfolio methods for energy policy risk management,"
International Review of Economics & Finance, Elsevier, vol. 40(C), pages 246-264.
- Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013. "Mean-variance portfolio methods for energy policy risk management," Documentos de Trabajo del ICAE 2013-41, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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Keywords
Spectrum; Lead–lag relationship; Portfolio strategy;All these keywords.
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