Do commodities add value in multi-asset portfolios? : an out-of-sample analysis for different investment strategies
Year of publication: |
November 2015
|
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Authors: | Bessler, Wolfgang ; Wolff, Dominik |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 60.2015, p. 1-20
|
Subject: | Commodities | Asset allocation models | Out-of-sample portfolio optimization | Diversification | Performance evaluation | Theorie | Theory | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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