We find that gold has not performed particularly well compared to other assets. However, there is a place for gold …-related assets in institutional portfolios separate from commodities and energy equities. The role for gold lies in its … diversification and macroeconomic hedging benefits.We examine the potential role of gold in institutional portfolios, analyzing this …

level of long-run dependence in the price data of gold. This technique will allow for the separation and quantification of … how large the deterministic and random components of gold prices are. -- dynamic systems ; hurst exponent ; spectral …

level of long-run dependence in the price data of gold. This technique will allow for the separation and quantification of … how large the deterministic and random components of gold prices are …