Portfolio Management with Alternative Investments
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-38738-9_158-1
Reference75 articles.
1. Abanomey WS, Mathur I (1999) The hedging benefits of commodity futures in international portfolio diversification. J Altern Invest 2(3):51–62
2. Agarwal V, Daniel N, Naik N (2011) Do hedge funds manage their reported returns? Rev Financ Stud 24(10):3281–3320
3. Amin GS, Kat HM (2003) Hedge fund performance 1990–2000: do the ‘money machines’ really add value? J Financ Quant Anal 38(2):251–274
4. Ankrim EM, Hensel CR (1993) Commodities in asset allocation: a real-asset alternative to real estate? Financ Anal J 49(3):20–29
5. Anson MJ (1999) Maximizing utility with commodity futures diversification. J Portf Manag 25(4):86–94
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