A Risk Measurement Model of China's Non-Ferrous Metal Futures Market.
Hong ShenJinling ZhangXu LiPin T. NgPublished in: Asia Pac. J. Oper. Res. (2022)
Keyphrases
- measurement model
- futures market
- structural model
- investment strategies
- cross sectional
- short run
- structural equation modeling
- empirical data
- decision making
- risk management
- long run
- exploratory factor analysis
- non stationary
- confirmatory factor analysis
- portfolio optimization
- sufficient conditions
- mutual information
- long term
- prior knowledge