On the role of commodity futures in portfolio diversification
Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy and Gazi Salah Uddin
| Year of publication: |
2023
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|---|---|
| Authors: | Hooi Hooi Lean ; Nguyen, Duc Khuong ; Sensoy, Ahmet ; Uddin, Mohammed Gazi Salah |
| Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2374-2394
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| Subject: | commodity futures | equity markets | portfolio diversification | stochastic dominance | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Theorie | Theory | Portfoliodiversifikation | Portfolio diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/itor.13067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014259167