On the role of commodity futures in portfolio diversification.

Hooi Hooi Lean Duc Khuong Nguyen Ahmet Sensoy Gazi Salah Uddin

Published in: Int. Trans. Oper. Res. (2023)

Keyphrases

neural network
tabu search
information systems
probabilistic model
portfolio selection
transaction costs
genetic algorithm
case study
bayesian networks
single commodity