Diversification In Crude Oil And Other Commodities: A Comparative Analysis
An understanding of how volatilities of and correlations between commodity returns change over time including their directions (positive or negative) and size (stronger or weaker) is of crucial importance for both the domestic and international investors with a view to diversifying their portfoli...
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Asian Academy of Management (AAM)
2016
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Subjects: | |
Online Access: | http://eprints.usm.my/37435/1/aamjaf120116_05.pdf http://eprints.usm.my/37435/ http://web.usm.my/journal/aamjaf/12-1-5-2016.html |
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Institution: | Universiti Sains Malaysia |
Language: | English |