Diversification benefits of commodity futures

Journal of International Financial Markets, Institutions and Money

Volumn 20, Issue 5, 2010, Pages 451-474

  Cheung, C Sherman ^a   Miu, Peter ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Commodity futures; Portfolio diversification; Regime switching

Indexed keywords

EID: 78249280989     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2010.06.003     Document Type: Article

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