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An efficient frontier for international portfolios with commodity assets

Satyanarayan, Sudhakar - 1994

Persistent link: https://www.econbiz.de/10000886955

African equity markets' exposure to oil and other commodities : implications for global portfolio diversification

Alagidede, Imhotep Paul; Boako, Gideon; Sjo, Bo - In: Journal of economics and finance : JEF 45 (2021) 2, pp. 288-315

Persistent link: https://www.econbiz.de/10012496689

Global financial crisis and rising connectedness in the international commodity markets

Zhang, Dayong; Broadstock, David C. - In: International review of financial analysis 68 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012301047

Futures of Europe : the City of London's commodity exchanges, the european economic community, and the global regulation of futures trading : 1960s-1980s

Bertilorenzi, Marco - In: Enterprise & society : the international journal of … 24 (2023) 3, pp. 731-758

Persistent link: https://www.econbiz.de/10014364369

Global financial markets : managing turbulence

Rao, Katuri Nageswara (contributor) - 2009 - 1. ed.

Persistent link: https://www.econbiz.de/10003827147

Food security under volatile markets and economic depression

Braun, Joachim von - In: Quarterly journal of international agriculture 48 (2009) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10003825342

International structured trade & commodity finance : the circle of opportunity

Kirchmayr, Rudolf - 2007

Persistent link: https://www.econbiz.de/10003568131

Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Littermann, mean variance and nai͏̈ve diversification approaches

Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - 2012 - Current Version: March 1, 2012

The Black-Litterman (BL) model aims to enhance asset allocation decisions by overcoming the weaknesses of standard mean-variance (MV) portfolio optimization. In this study we implement the BL model in a multi-asset portfolio context. Using an investment universe of global stock indices, bonds,...

Persistent link: https://www.econbiz.de/10009671099

Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis

Zhu, Huiming; Meng, Liang; Ge, Yajing; Hau, Liya - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-31

Persistent link: https://www.econbiz.de/10012664544

Globalʹnye rynki resursov : monografija : učebnik

Čebotarëv, N. F. - Rossijskij gosudarstvennyj universitet nefti i gaza … - 2020

Persistent link: https://www.econbiz.de/10012175990

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