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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2010) 18 (2): 19–41.
Published: 31 May 2010
...) in one’s portfolio. In sum, commodity assets enhance the performance of portfolio, and the performance gain is especially pronounced during the bear stock market. Commodity Asset Sharpe Ratio Numeraire Portfolio Gains from Diversification © 2010 Emerald Publishing Limited 2010 This article...

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