Spicing up a Portfolio with Commodity Futures : Still a Good Recipe?
Year of publication: |
2019
|
---|---|
Authors: | Daigler, Robert T. |
Other Persons: | Dupoyet, Brice V. (contributor) ; You, Leyuan (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Risiko-Ertrags-Verhältnis | Risk-return tradeoff |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Journal of Alternative Investments, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2017 erstellt |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Private equity and the leverage myth
Czasonis, Megan, (2020)
-
Spicing up a portfolio with commodity futures : still a good recipe?
Daigler, Robert T., (2017)
-
The standard portfolio choice problem in Germany
Breunig, Christoph, (2019)
- More ...
-
Using Four-Moment Tail Risk to Examine Financial and Commodity Instrument Diversification
You, Leyuan, (2010)
-
A Markowitz Optimization of Commodity Futures Portfolios
You, Leyuan, (2013)
-
Is international diversification really beneficial?
You, Leyuan, (2010)
- More ...