Does inclusion of agriculture futures contracts provide enough portfolio diversification? : evidences from India
Year of publication: |
2017
|
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Authors: | Purankar, Shriram Anil ; Singh, Vipul Kumar |
Published in: |
International journal of management practice : IJMP. - Olney, Bucks : Inderscience Enterprises, ISSN 1477-9064, ZDB-ID 2164926-1. - Vol. 10.2017, 4, p. 422-444
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Subject: | agriculture | crude oil | Johnson co-integration | MCX | NCDEX | Nifty | VECM | Indien | India | Rohstoffderivat | Commodity derivative | Kointegration | Cointegration | Portfolio-Management | Portfolio selection | Landwirtschaft | Agriculture |
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