Do commodities add value in multi-asset portfolios? : an out-of-sample analysis for different investment strategies
Wolfgang Bessler, Dominik Wolff (Center for Finance and Banking, Justus Liebig University Giessen, Germany)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Bessler, Wolfgang ; Wolff, Dominik |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 60.2015, p. 1-20
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| Subject: | Commodities | Asset allocation models | Out-of-sample portfolio optimization | Diversification | Performance evaluation | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalanlage | Financial investment | Diversifikation | Anlageverhalten | Behavioural finance | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.06.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544827