this work references cited by second hopReferences
- 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
- 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
- 1990Transmission of Volatility between Stock Markets1,588 cited
- 1989Transmission of Volatility Between Stock Markets1,516 cited
- 2006Facts and Fantasies about Commodity Futures1,389 cited
- 1991A Theory of Disappointment Aversion1,343 cited
- 2012Index Investment and the Financialization of Commodities1,333 cited
- 1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
- 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
- 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
- 2010Index Investment and Financialization of Commodities723 cited
- 2012Financialization, crisis and commodity correlation dynamics650 cited
- 2013Investor Flows and the 2008 Boom/Bust in Oil Prices616 cited
- 2016A Model of Financialization of Commodities594 cited
- 2003Commodity currencies513 cited
- 2000
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work