On the diversification benefits of commodities from the perspective of euro investors-Reference-Cited by-同舟云学术

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On the diversification benefits of commodities from the perspective of euro investors

Published:2012-09 Issue:9 Volume:36 Page:2455-2472
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Belousova Julia,Dorfleitner Gregor

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference51 articles.

1. Macroeconomic determinants of commodity futures returns;Adams,2008

2. Commodities in asset allocation: a real-asset alternative to real estate;Ankrim;Financial Analysts Journal,1993

3. Maximising utility with commodity futures diversification;Anson;The Journal of Portfolio Management,1999

4. The Handbook of Traditional and Alternative Investment Vehicles;Anson,2011

5. DBIQ Index Guide: DBLCI Commodity Indices;Arnold,2008

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