Portfolio optimization of financial commodities with energy futures
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04283-x.pdf
Reference45 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 and Finance, 60, 1–20. https://doi.org/10.1016/j.jbankfin.2015.06.021
4. Bodie, Z. (1983). Commodity futures as a hedge against inflation. The Journal of Portfolio Management, 9(3), 12–17. https://doi.org/10.3905/jpm.9.3.12
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