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Investing in Portfolio With Grains or Softs?-Extreme Risk Analysis With Non-Normal VaR Models and Omega Ratio
| Title: | Investing in Portfolio With Grains or Softs?-Extreme Risk Analysis With Non-Normal VaR Models and Omega Ratio | Authors: | Živkov, Dejan   |
Issue Date: | 2025 | Publication: | Agribusiness | ISSN: | 0742-4477 Agribusiness: An International Journal Search Idenfier |
Type: | Article | DOI: | 10.1002/agr.70022 | WoS-ID: | 001552296500001 | Scopus-ID: | 2-s2.0-105013803648 | URI: | http://repository.iep.bg.ac.rs/1211/ https://enauka.gov.rs/handle/123456789/997614 |
Metadata source: | (Preuzeto iz Nasi u WoS) | Availability note: | Пуни текст није јавно доступан | M-category: | 21M21 |
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