Portfolio diversification in extreme environments : are there benefits from adding commodity futures indices?
Year of publication: |
2012
|
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Authors: | Batavia, Bala ; Parameswar, Nandakumar ; Wagué, Cheick F. |
Published in: |
European research studies : an international multidisciplinary journal with topics in European integration. - Piraeus, ISSN 1108-2976, ZDB-ID 2694391-8. - Vol. 15.2012, 3, p. 33-48
|
Subject: | Commodity Futures | Equity Markets | Sharpe Ratios | Frontier Equity | Optimum Portfolio | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
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