Diversification benefits of commodities : a stochastic dominance efficiency approach
Year of publication: |
December 2017
|
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Authors: | Daskalaki, Charoula ; Skiadopoulos, George ; Topaloglou, Nikolas |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 44.2017, p. 250-269
|
Subject: | Alternative investments | Commodity indices | Market integration | Portfolio choice | Stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Marktintegration | Rohstoffderivat | Commodity derivative |
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