The diversification benefits of commodity futures indexes : a mean-variance spanning test
Bernd Scherer; Li He
| Year of publication: |
2008
|
|---|---|
| Authors: | Scherer, Bernd ; He, Li |
| Published in: |
The handbook of commodity investing. - Hoboken, NJ : Wiley. - 2008, p. 241-265
|
| Subject: | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Index-Futures | Index futures | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003795047