On the diversification benefits of commodity ETFs from the perspective of US investors
碩士 === 國立東華大學 === 財務金融學系 === 101 === This paper investigates whether investors can improve their investment opportunity sets through the addition of commodity exchange traded funds (ETFs) into various groupings of benchmark portfolios from the perspective of US investors. Applying mean-variance span...
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| Format: | Others |
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2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48110968316100346041 |