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Is Now the Time to Add Commodities to Your Portfolio?
9 references·13 citing·47 second hop
Is Now the Time to Add Commodities to Your Portfolio? (2010)Is Now the Time to Add Commodities to You…The Strategic and Tactical Value of Commodity Futures (2006)The Strategic and Tactical Va…How Profitable Is Capital Structure Arbitrage? (2006)How Profitable Is Capital Str…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…Tactical Asset Allocation and Commodity Futures (2002)Tactical Asset Allocation and…Efficient use of commodity futures in diversified portfolios (2000)Efficient use of commodity fu…Tests of the Market's Reaction to Federal Funds Rate Target Changes (1998)Tests of the Market's Reactio…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Managing Investment Portfolios: A Dynamic Process (1990)Managing Investment Portfolio…Can ChatGPT improve investment decisions? From a portfolio management perspective (2024)Can ChatGPT improve investmen…2008's mistrust vs 2020's panic: can ESG hold your institutional investors? (2022)2008's mistrust vs 2020's pan…Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic? (2021)Are safe haven assets really …Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure (2020)Should stock investors includ…Safe-Haven Properties of Soft Commodities during Times of COVID-19 (2020)Safe-Haven Properties of Soft…They're back! Post-financialization diversification benefits of commodities (2019)They're back! Post-financiali…Predictability of precious metals and adaptive market hypothesis (2019)Predictability of precious me…From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks (2019)From bottom ten to top ten: T…The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test (2016)The role of Islamic asset cla…Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-tcopula approach (2016)Hedges or safe havens—revisit…Advances in the Commodity Futures Literature: A Review (2013)Advances in the Commodity Fut…Strategic Asset Allocation and the Role of Alternative Investments (2012)Strategic Asset Allocation an…A copula–GARCH model for macro asset allocation of a portfolio with commodities (2012)A copula–GARCH model for macr…Asset returns and inflation (1977)The federal funds rate and the channels of monetary transmission (1989)Forecasting International Equity Correlations (1994)Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets (2009)On the diversification benefits of commodities from the perspective of euro investors (2012)Forecasting the price of gold using dynamic model averaging (2015)On Stock Market Returns and Monetary Policy (1997)Stock Return Predictability and The Role of Monetary Policy (1997)Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China (2020)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts (2002)The impact of macroeconomic and non-macroeconomic forces on hotel stock returns (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The Fundamentals of Commodity Futures Returns (2012)Financialization of Commodity Markets (2013)Momentum crashes (2016)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)What does futures market interest tell us about the macroeconomy and asset prices? (2012)Financialization in commodity markets: A passing trend or the new normal? (2015)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? (2022)How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets (2023)Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI (2023)PORTFOLIO SELECTION* (1952)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)ChatGPT, Help! I Am in Financial Trouble (2024)Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research (2024)The impact of quality of information on classroom engagement with GenAI tools: integrating TAM and SOR framework (2026)An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns (1984)Air pollution and stock returns: Evidence from a natural experiment (2015)Environmental, social and governance factors and assessing firm value: valuation, signalling and stakeholder perspectives (2021)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 2006How Profitable Is Capital Structure Arbitrage?476 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 1990Managing Investment Portfolios: A Dynamic Process241 cited
  • 2000Efficient use of commodity futures in diversified portfolios188 cited
  • 2002Tactical Asset Allocation and Commodity Futures123 cited
  • 1998Tests of the Market's Reaction to Federal Funds Rate Target Changes73 cited

Cited by

  • 2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?166 cited
  • 2024Can ChatGPT improve investment decisions? From a portfolio management perspective82 cited
  • 2020Safe-Haven Properties of Soft Commodities during Times of COVID-1973 cited
  • 2016Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-tcopula approach46 cited
  • 2020Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure45 cited

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2012
Strategic Asset Allocation and the Role of Alternative Investments
45 cited
  • 2019From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks43 cited
  • 2016The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test36 cited
  • 2019They're back! Post-financialization diversification benefits of commodities33 cited
  • 20222008's mistrust vs 2020's panic: can ESG hold your institutional investors?31 cited
  • 2019Predictability of precious metals and adaptive market hypothesis30 cited
  • 2012A copula–GARCH model for macro asset allocation of a portfolio with commodities26 cited
  • 2013Advances in the Commodity Futures Literature: A Review25 cited