Institutional investors' stocks portfolio strategies and commodity prices : a cross-correlation analysis in a financialisation context
Year of publication: |
2019
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Authors: | Focacci, Antonio |
Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2019, 2, p. 101-123
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Subject: | financialisation | commodity prices | cross-correlation analysis | lead-lag relationship | Rohstoffpreis | Commodity price | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection | Finanzkapitalismus | Financial capitalism | Welt | World | Anlageverhalten | Behavioural finance | Korrelation | Correlation | Kapitalanlage | Financial investment | Rohstoffmarkt | Commodity market |
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