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https://doi.org/10.2139/ssrn.2507725

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1096-9934(200005)20:5<489::aid-fut5>3.0.co;2-aopenalex-extracted
Efficient use of commodity futures in diversified portfolios
inferredcites →https://doi.org/10.1002/fut.20359openalex-extracted
Cross‐commodity analysis and applications to risk management
inferredcites →https://doi.org/10.1016/j.eneco.2010.06.009openalex-extracted
An emerging equilibrium in the EU emissions trading scheme
inferredcites →https://doi.org/10.1016/j.eneco.2017.02.009openalex-extracted
Is information assimilated at announcements in the European carbon market?
inferredcites →https://doi.org/10.1016/j.enpol.2014.11.014openalex-extracted
Speculative and hedging activities in the European carbon market
inferredcites →https://doi.org/10.1016/j.irfa.2014.03.003openalex-extracted
A microstructure analysis of the carbon finance market
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.01.001openalex-extracted
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme
inferredcites →https://doi.org/10.1016/j.jempfin.2008.03.002openalex-extracted
Robust performance hypothesis testing with the Sharpe ratio
inferredcites →https://doi.org/10.1016/j.matcom.2014.12.001openalex-extracted
Downside risks in EU carbon and fossil fuel markets
inferredcites →https://doi.org/10.1016/s0047-259x(03)00096-4openalex-extracted
A well-conditioned estimator for large-dimensional covariance matrices
inferredcites →https://doi.org/10.1016/s0927-5398(03)00007-0openalex-extracted
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
inferredcites →https://doi.org/10.1017/s0022109013000616openalex-extracted
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
inferredcites →https://doi.org/10.1093/acprof:oso/9780199744282.003.0034openalex-extracted
Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?
inferredcites →https://doi.org/10.1093/rfs/14.3.901openalex-extracted
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation.
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb03917.xopenalex-extracted
Mean-Variance Spanning
inferredcites →https://doi.org/10.1142/9789814566926_0006openalex-extracted
The Strategic and Tactical Value of Commodity Futures
inferredcites →https://doi.org/10.1287/mnsc.1080.0986openalex-extracted
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
inferredcites →https://doi.org/10.1504/ijgei.2009.032335openalex-extracted
Energy risk management with carbon assets
inferredcites →https://doi.org/10.18452/4006openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1156975openalex-extracted
CO2 Prices and Portfolio Management
inferredcites →https://doi.org/10.2139/ssrn.1411714openalex-extracted
The European Carbon Market in the Financial Turmoil: Some Empirics in Early Phase II
inferredcites →https://doi.org/10.2139/ssrn.231522openalex-extracted
Tests of Mean-Variance Spanning
inferredcites →https://doi.org/10.2139/ssrn.2387669openalex-extracted
The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
inferredcites →https://doi.org/10.2139/ssrn.310224openalex-extracted
Stocks, Bonds and Hedge Funds: Not a Free Lunch!
inferredcites →https://doi.org/10.2139/ssrn.433840openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.903240openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.985038openalex-extracted
Robust Performance Hypothesis Testing with the Sharpe Ratio
inferredcites →https://doi.org/10.2307/2328296openalex-extracted
inferredcites →https://doi.org/10.2307/2331042openalex-extracted
Bayes-Stein Estimation for Portfolio Analysis
inferredcites →https://doi.org/10.2469/cp.v1989.n4.6openalex-extracted
The Markowitz Optimization Enigma: Is Optimized Optimal?
inferredcites →https://doi.org/10.2469/faj.v62.n2.4084openalex-extracted
The Strategic and Tactical Value of Commodity Futures
inferredcites →https://doi.org/10.3905/jod.2009.17.2.073openalex-extracted
Futures Price Dynamics of CO2Emission Allowances:An Empirical Analysis of the Trial Period
inferredcites →https://doi.org/10.5547/01956574.37.3.dbreopenalex-extracted
Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices

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inferred← citeshttps://doi.org/10.3390/su9030437openalex-snapshot
The Diversification Benefits of Including Carbon Assets in Financial Portfolios
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