Commodity dependence and optimal asset allocation
Vianney Dequiedt, Mathieu Gomes, Kuntara Pukthuanthong, Benjamin Williams-Rambaud
| Year of publication: |
2025
|
|---|---|
| Authors: | Dequiedt, Vianney ; Gomes, Mathieu ; Kuntara Pukthuanthong ; Williams-Rambaud, Benjamin |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 3, p. 224-246
|
| Subject: | asset allocation | commodity dependence | diversification | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Welt | World | Rohstoffmarkt | Commodity market | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22563 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015376609