Maximizing utility with commodity futures diversification: The greater the risk aversion, the higher the utility

Journal of Portfolio Management

Volumn 25, Issue 4, 1999, Pages 86-94

  Anson, Mark J P ^a  

^a OppenheimerFunds Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033147798     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1999.319753     Document Type: Article

References (16)

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