Browsing by Subject "Hedging"
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(2012-02-14)MV is the traditional method to treat international portfolio selection problems, which bases its theory on the assumption of Normal Distribution. However, during economy recession the portfolio return turns out to be a ...
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(2020-04-10)This dissertation consists of three stand-alone studies concerning applications of optimization modeling in agricultural policy evaluation and applications of copula when considering the tail risk in the energy commodity ...