Essays about: "Optimal Portfolio Allocation into Commodities"

Found 1 essay containing the words Optimal Portfolio Allocation into Commodities.

  1. 1. Optimal Portfolio Allocation of Commodities for the Swedish Investor

    University essay from

    Author : Sebastian Henfalk; Alexandra Wesley; [2021-08-17]
    Keywords : Optimal Portfolio Allocation into Commodities; OMXS30GI; Bloomberg Commodity Index BCOM ; Sub-Sectors; Sharpe Ratio; Swedish Investor; Financialization; Diversification; Hedge; Precious Metals; Inflation; Råvaror; Optimal Allokering; Ädelmetaller;

    Abstract : Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations with the stock market, which has created a need for further research with in the field. READ MORE