Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds

Authors

Khouzeima Moutanabbir, American University in CairoFollow
Diaa Noureldin, American University in CairoFollow

Author's Department

Mathematics & Actuarial Science Department

Find in your Library

https://doi.org/10.1016/j.iref.2020.06.014

Document Type

Research Article

Publication Title

International Review of Economics and Finance

Publication Date

9-1-2020

doi

10.1016/j.iref.2020.06.014

First Page

708

Last Page

730

Recommended Citation

APA Citation

Moutanabbir, K. & Noureldin, D. (2020). Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds. International Review of Economics and Finance, 69, 708–730. 10.1016/j.iref.2020.06.014
https://fount.aucegypt.edu/faculty_journal_articles/1427

MLA Citation

Moutanabbir, Khouzeima, et al. "Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds." International Review of Economics and Finance, vol. 69, 2020, pp. 708–730.
https://fount.aucegypt.edu/faculty_journal_articles/1427