On the role of commodity futures in portfolio diversification-Reference-Cited by-同舟云学术

On the role of commodity futures in portfolio diversification

Published:2021-10-18 Issue: Volume: Page:
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Intl. Trans. in Op. Res.

Author:

Lean Hooi Hooi¹^ORCID,Nguyen Duc Khuong²³,Sensoy Ahmet⁴^ORCID,Uddin Gazi Salah⁵

Affiliation:

1. School of Social Sciences Universiti Sains Malaysia Penang Malaysia

2. IPAG Business School Paris France

3. International School Vietnam National University Hanoi Vietnam

4. Faculty of Business Administration Bilkent University Ankara Turkey

5. Linköping University Linköping Sweden

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/itor.13067

Reference36 articles.

1. Revisiting the valuable roles of commodities for international stock markets

2. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach

3. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management

4. Test statistics for prospect and Markowitz stochastic dominances with applications

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1. Does commodity exposure benefit traditional portfolios? Evidence from India;Investment Management and Financial Innovations;2023-10-11

2. The Distribution of Commodity Futures: A Test of the Generalized Hyperbolic Process;Applied Economics;2023-02-28