Direct commodity investment has historically been a minor part of investors' asset allocation.
In recent years, however, investible commodity indices and commodity-linked assets have …

The objective of this paper is to explore and identify inflation as it is embedded in a broad
range of asset classes beyond simply TIPS, oil, gold and real estate. The analysis is …

Abstract Garcia-Feijoo, Jensen, and Johnson evaluate the effectiveness of several asset
classes in the hedging of portfolio risk over the 1970-2010 period. Of the alternative assets …

Many authors have suggested that the mean-variance criterion, conceived by Markowitz
(The Journal of Finance 7 (1): 77–91, 1952), is not optimal for asset allocation, because the …

The objective of Bruno and Chincarini is to explore and identify the inflation embedded in a
broad range of asset classes beyond simplyTIPS, oil, gold, and real estate. Their analysis is …

The traditional choice of asset allocation includes stocks, bonds, liquidity and real estate. In
the last five years, as a result of the effects of speculative bubble and the growth of interest …

We propose a stochastic spanning approach to assess whether a traditional portfolio of
stocks and bonds spans augmented portfolios including commodities, foreign exchange …

This paper empirically examines whether commodity derivatives can be used as an
alternative investment asset in India where commodity markets are at emerging state and …

This paper explores benefits from investing in the commodity market by investigating the
nature of the relationship between commodity market returns and stock market returns …

农产品现货价格无论从短期还是长期影响期货价格的统计特征都是显著的, 通过建立假设,
利用VEC 模型, 选取农产品现货月度数据, 根据期货市场日数据加权计算其月度数据 …