Can commodities dominate stock and bond portfolios?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-018-2996-7.pdf
Reference60 articles.
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3. Bessler, W., & Wolff, D. (2015). Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. Journal of Banking & Finance, 60, 1–20. https://doi.org/10.1016/j.jbankfin.2015.06.021 . ISSN 0378-4266.
4. Bhardwaj, G., Gorton, G., & Rouwenhorst, G. (2015). Facts and fantasies about commodity futures ten years later. Technical report, The National Bureau of Economic Research, June 2015. https://doi.org/10.3386/w21243 .
5. Brooks, C., & Prokopczuk, M. (2013). The dynamics of commodity prices. Quantitative Finance, 13(4), 527–542. https://doi.org/10.1080/14697688.2013.769689 .
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