Risk Metrics and Optimal Portfolio in Non-ferrous Metals Market

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Risk Metrics and Optimal Portfolio in Non-ferrous Metals Market

Prices of non-ferrous metals have become more volatile due to rapid urbanisation and industrialisation (Liang et al., 2020, Wu and Hu, 2016). The objective of this paper is to assess risk indicators for non-ferrous metal market securities and to calculate an optimal portfolio. This paper uses a vari...

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Bibliographic Details
Main Author:	Li, Zhiyan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Online Access:	https://eprints.nottingham.ac.uk/67901/

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