The Diversification Benefits of Commodity Futures Indexes: A Mean‐Variance Spanning Test

Bernd Scherer

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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This chapter contains sections titled: How Financial Economists View Asset Classes Remove the Border Risk, Return, and Diversification Empirical Results Potential Pitfalls of Commodity Index Performance Conclusion Appendix

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2021An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting

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