Diversification benefits of commodities : a stochastic dominance efficiency approach
Charoula Daskalaki, George Skiadopoulos, Nikolas Topaloglou
| Year of publication: |
December 2017
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| Authors: | Daskalaki, Charoula ; Skiadopoulos, George ; Topaloglou, Nikolas |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 44.2017, p. 250-269
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| Subject: | Alternative investments | Commodity indices | Market integration | Portfolio choice | Stochastic dominance | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Marktintegration | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818029