Portfolio performance with commodity investments: an extreme market case
碩士 === 國立政治大學 === 財務管理研究所 === 97 === In this thesis, we discuss the possible diversification benefits offered by commodity futures, especially in the extreme equity market conditions. We see that adding commodity investments into portfolios could improve their performance with better diversification...
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21794898405123265724 |