The diversification benefits of commodity futures indexes : a mean-variance spanning test
Bernd Scherer; Li He
Year of publication: |
2008
|
---|---|
Authors: | Scherer, Bernd ; He, Li |
Published in: |
The handbook of commodity investing. - Hoboken, NJ : Wiley. - 2008, p. 241-265
|
Subject: | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Index-Futures | Index futures | USA | United States |
Saved in:
Saved in favorites
Similar items by subject
-
Do commodities make effective hedges for equity investors?
Olson, Eric, (2017)
-
Commodity index trading and hedging costs
Brunetti, Celso, (2011)
-
Indexed commodity futures and the risk and return of institutional portfolios
Becker, Kent Gregory, (1997)
- More ...
Similar items by person