The Role of Agricultural Commodity Prices in a Portfolio
© 2018, Springer International Publishing AG, part of Springer Nature. This paper aims to investigate whether including agricultural commodities can improve the portfolio performance by comparing the risk and return of multi-asset portfolio with and without an agricultural commodity price. To achiev...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85044004706&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58555 |
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| Institution: | Chiang Mai University |
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