Browsing Web of Science ve Scopus Atıf Dizinlerindeki Yayınlar by Publisher "PHYSICA-VERLAG GMBH & CO, PO BOX 10 52 80, 69042 HEIDELBERG, GERMANY"
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Time-varying diversification benefits of commodity futures
(PHYSICA-VERLAG GMBH & CO, PO BOX 10 52 80, 69042 HEIDELBERG, GERMANY, 2019)This paper analyzes the conditional diversification benefits (CDBs) of commodity futures. We utilize three distinct classes of empirical models in order to explore the additional value of commodities in stock portfolios. ...