On the diversification benefits of commodities from the perspective of euro investors
Year of publication: |
2012
|
---|---|
Authors: | Belousova, Julia ; Dorfleitner, Gregor |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 9, p. 2455-2472
|
Publisher: |
Elsevier |
Subject: | Commodities | Asset allocation | Diversification | Spanning test | Step-down procedure |
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