Keywords: Commodity Asset
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2010) 18 (2): 19–41.
Published: 31 May 2010
...Jangkoo Kang; Jah Yeun Wang; Changjun Lee This study examines how commodity assets affect investors. Our main findings can be summarized as follows. First, the Sharpe ratio of commodity indexes is higher than that of stocks and bonds over the last ten years. Second, commodity (traditional) assets...

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