Work

The Diversification Benefits of Commodity Futures Indexes: A Mean‐Variance Spanning Test

Year: 2008

Type: other

DOI: 10.1002/9781118267004.ch10

Authors: Bernd Scherer, Li He

Institution: Morgan Stanley (United States)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W113337161

Cites:

Cited by: 30

Related to: 10