𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Hedging the portfolio of raw materials and the commodity under the mark-to-market risk

✍ Scribed by Junhui Fu; Wei-Guo Zhang; Zheng Yao; Xili Zhang


Book ID
116424488
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
193 KB
Volume
29
Category
Article
ISSN
0264-9993

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Application of the Beck model to stock m
✍ M. Kozaki; A.-H. Sato πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 879 KB

We apply the Beck model, developed for turbulent systems that exhibit scaling properties, to stock markets. Our study reveals that the Beck model elucidates the properties of stock market returns and is applicable to practical use such as the Value-at-Risk estimation and the portfolio analysis. We p