On the relative merits of passive commodity investments

Annaert, Jan, Faff, Robert and Van Osselaer, Sofieke (2008) On the relative merits of passive commodity investments. Tijdschrift voor Bank - en Financiewezen, 72 384-394.

Author Annaert, Jan
Faff, Robert
Van Osselaer, Sofieke
Title On the relative merits of passive commodity investments
Journal name Tijdschrift voor Bank - en Financiewezen
ISSN 1376-7720
0772-7798
0772-7801
Publication date 2008
Sub-type Article (original research)
Volume 72
Start page 384
End page 394
Total pages 11
Place of publication Louvain-la-Neuve, Belgium
Publisher Larcier
Language eng
Keyword Portfolio diversification
Fama and Schwert (1977) model
Q-Index Code CX
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: UQ Business School Publications
 
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Created: Thu, 03 Mar 2011, 15:54:24 EST by Karen Morgan on behalf of UQ Business School