Do Commodities Add Economic Value in Asset Allocation? New...

Journal of Financial and Quantitative Analysis 2018 / 02 Vol. 53; Iss. 1

Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments

Gao, Xin, Nardari, Federico
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Volume:
53
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/S002210901700103X
Date:
February, 2018
File:
PDF, 623 KB
english, 2018
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