Can commodities dominate stock and bond portfolios?

Tom Erik Sønsteng Henriksen Alois Pichler Sjur Westgaard Stein Frydenberg

Published in: Ann. Oper. Res. (2019)

Keyphrases

transaction costs
stock price
portfolio optimization
stock market
option pricing
portfolio selection
stock trading
neural network
multiscale
data structure
news articles
investment decisions
investment strategies
stock data