Commodities in asset management
Year of publication: |
2007
|
---|---|
Authors: | Demidova-Menzel, Nadeshda ; Heidorn, Thomas |
Publisher: |
Frankfurt a. M. : Frankfurt School of Finance & Management |
Subject: | Commodities | investable commodities | commodity future | commodity index | GSCI | portfolio optimization with commodities | spot return | roll return | collateral return |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 577675052 [GVK] hdl:10419/27848 [Handle] RePEc:zbw:fsfmwp:81 [RePEc] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
-
Commodities in asset management
Demidova-Menzel, Nadeshda, (2007)
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The Economics of Financial Derivative Instruments
NWAOBI, GODWIN C, (2008)
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Characteristics of Japan’s Commodities Index and its Correlation with Stock Index
Yamori, Nobuyoshi, (2009)
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Gold in the investment portfolio
Demidova-Menzel, Nadeshda, (2007)
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Gold in the Investment Portfolio
Demidova-Menzel, Nadeshda, (2007)
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The effect of gold in a traditional portfolio
Heidorn, Thomas, (2008)
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