Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies
- 1 November 2015
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 60, 1-20
- https://doi.org/10.1016/j.jbankfin.2015.06.021
Abstract
No abstract availableKeywords
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