Core-satellite investing with commodity futures momentum
Immo Stadtmüller, Benjamin R. Auer, Frank Schuhmacher
| Year of publication: |
2024
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|---|---|
| Authors: | Stadtmüller, Immo ; Auer, Benjamin R. ; Schuhmacher, Frank |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 3, p. 261-287
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| Subject: | Commodity momentum | Core-satellite investing | Portfolio optimization | Strategic portfolio weighting | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00352-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014583404