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"Portfolio stress testing applied to commodity futures."

Florentina Paraschiv, Stine Marie Reese, Margrethe Ringkjøb Skjelstad (2020)

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DOI: 10.1007/S10287-020-00370-9

access: open

type: Journal Article

metadata version: 2021-05-14

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  dblp key:
  - journals/cms/ParaschivRS20
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  - https://dblp.org/rec/journals/cms/ParaschivRS20
Florentina Paraschiv, Stine Marie Reese, Margrethe Ringkjøb Skjelstad:
Portfolio stress testing applied to commodity futures. Comput. Manag. Sci. 17(2): 203-240 (2020)

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