"On the role of commodity futures in portfolio diversification."

Hooi Hooi Lean et al. (2023)

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DOI: 10.1111/ITOR.13067

access: closed

type: Journal Article

metadata version: 2023-06-26

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Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy, Gazi Salah Uddin:
On the role of commodity futures in portfolio diversification. Int. Trans. Oper. Res. 30(5): 2374-2394 (2023)

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