The strategic allocation to style-integrated portfolios of commodity futures
Year of publication: |
2022
|
---|---|
Authors: | Rad, Hossein ; Low, Rand Kwong Yew ; Miffre, Joëlle ; Faff, Robert W. |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 28.2022, p. 1-21
|
Subject: | Commodity futures | Style integration | Strategic asset allocation | Diversification | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative |
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