Essays about: "Kristina Filiptchuk"

Found 1 essay containing the words Kristina Filiptchuk.

  1. 1. Portfolio Optimization with Commodities - Sub-Sector and Business Cycle Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kristina Filiptchuk; Henrik Lindholm; [2011]
    Keywords : Commodities; Portfolio Optimization; Sub-sectors; Business Cycles; Diversification;

    Abstract : Commodities have traditionally been viewed as good diversifiers in a portfolio of stocks and bonds. However, recent literature has challenged the alleged benefits of commodities and created a need for further research in this field. READ MORE