Does inclusion of agriculture futures contracts provide enough portfolio diversification? : evidences from India
Shriram Anil Purankar, Vipul Kumar Singh
| Year of publication: |
2017
|
|---|---|
| Authors: | Purankar, Shriram Anil ; Singh, Vipul Kumar |
| Published in: |
International journal of management practice : IJMP. - Olney, Bucks : Inderscience Enterprises, ISSN 1477-9064, ZDB-ID 2164926-1. - Vol. 10.2017, 4, p. 422-444
|
| Subject: | agriculture | crude oil | Johnson co-integration | MCX | NCDEX | Nifty | VECM | Indien | India | Landwirtschaft | Agriculture | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011858702