Is Now the Time to Add Commodities to Your Portfolio?

被引：51

作者：

Conover, C. Mitchell ^{[1
]}

Jensen, Gerald R. ^{[2
]}

Johnson, Robert R. ^{[3
]}

Mercer, Jeffrey M. ^{[4
]}

机构：

[1] Univ Richmond, Robins Sch Business, Finance, Richmond, VA 23173 USA

[2] Northern Illinois Univ, Finance, De Kalb, IL 60115 USA

[3] CFA Inst, Charlottesville, VA USA

[4] Texas Tech Univ, Rawls Coll Business, Finance, Lubbock, TX 79409 USA

来源：

JOURNAL OF INVESTING | 2010年 / 19卷 / 03期

关键词：

D O I：

10.3905/joi.2010.19.3.010

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：10 / 19

页数：10

共 20 条

[1]

Becher DA, 2008, J FINANC RES, V31, P357, DOI DOI 10.1111/J.1475-6803.2008.00243.X

[2]

Bodie Z, 1983, J PORTFOLIO MANAGE, V9, P12, DOI DOI 10.3905/JPM.9.3.12

[3]

Booth J.R., 1997, EC REV FEDERAL RESER, V2, P32

[4]

Chance Don M., 1994, MANAGED FUTURES THEI

[5] Is fed policy still relevant for investors? [J].

Conover, CM ;

Jensen, GR ;

Johnson, RR ;

Mercer, JM .

FINANCIAL ANALYSTS JOURNAL, 2005, 61 (01) :70-79

[6] The strategic and tactical value of commodity futures [J].

Erb, CB ;

Harvey, CR .

FINANCIAL ANALYSTS JOURNAL, 2006, 62 (02) :69-97

[7] THE CROSS-SECTION OF EXPECTED STOCK RETURNS [J].

FAMA, EF ;

FRENCH, KR .

JOURNAL OF FINANCE, 1992, 47 (02) :427-465

[8]

Fujimoto Akiko, 2003, LIQUIDITY EXPECTED M

[9] Facts and fantasies about commodity futures [J].

Gorton, G ;

Rouwenhorst, KG .

FINANCIAL ANALYSTS JOURNAL, 2006, 62 (02) :47-68

[10]

Greer RJ, 2007, CFA I C P Q DEC, P35

← 1 2 →