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International portfolio choice and home bias : the effects of commodity market imperfections
Sercu, Piet (contributor); Uppal, Raman (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777133
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Two centuries of commodity cycles : dynamics of the metals & mining industry in light of modern portfolio theory
Pfeifer, Jan - 2020
Persistent link: https://www.econbiz.de/10012491739
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Subjective discounting in an exchange economy
Luttmer, Erzo Gerrit Jan; Mariotti, Thomas - In: Journal of political economy 111 (2003) 5, pp. 959-989
Persistent link: https://www.econbiz.de/10001803201
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An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset
Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6946-6962
Persistent link: https://www.econbiz.de/10012703757
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An experimental comparison of two exchange economies : long-lived asset versus short-lived asset
Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - 2020
different instantiation to the first two, extending their analyses from a two-period oscillating world to a three …-period cyclical world; this is partly to test the robustness of their results. We also go one step further, and compare this solution …
Persistent link: https://www.econbiz.de/10012322400
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An efficient frontier for international portfolios with commodity assets
Satyanarayan, Sudhakar - 1994
Persistent link: https://www.econbiz.de/10000886955
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Measuring index investment in commodity futures markets
Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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Commodity price excess co-movement from a historical perspective : 1900-2010
Fernández, Viviana - In: Energy economics 49 (2015), pp. 698-710
Persistent link: https://www.econbiz.de/10011537264
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Rethinking commodities
Boal, Fiona; Wiederhold, Jim - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 136-147
Persistent link: https://www.econbiz.de/10012613093