Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
Year of publication: |
2022-05
|
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Authors: | Gaete, Michael ; Herrera, Rodrigo |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Gaete, Michael and Herrera, Rodrigo (2022): Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. |
Classification: | C10 - Econometric and Statistical Methods: General. General ; c58 ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | BASE |
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