Including commodity futures in asset allocation in China
Qingfu Liu, Yiuman Tse and Linlin Zhang
| Year of publication: |
September 2018
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|---|---|
| Authors: | Liu, Qingfu ; Tse, Yiuman ; Zhang, Linlin |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 9, p. 1487-1499
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| Subject: | Asset allocation | Chinese commodity futures | Portfolio gains | Risk spillovers | China | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1444554 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011913170