Do Commodities Add Value in Multi-Asset-Portfolios? An Out-of-Sample Analysis for Different Investment Strategies
Year of publication: |
2015
|
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Authors: | Bessler, Wolfgang |
Other Persons: | Wolff, Dominik (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, 60, 1-20, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 21, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2429346 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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