Essays about: "Victor Steien"

Found 1 essay containing the words Victor Steien.

  1. 1. Hedge Hunting the Polar Bear: The Tactical and Strategic Value of Commodity Futures on Nordic Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Victor Steien; Christian Wachtmeister; [2008]
    Keywords : Portfolio Diversification; Portfolio Optimization; Commodity Futures; Commodity Indices; GSCI;

    Abstract : Despite the fact that commodity futures have been trading for hundreds of years, it is only recently that the debate has begun about including these assets in conventional portfolios. Much of the attraction of commodities emerges from their potential to produce equity-like returns while having low or even negative correlation with equities and bonds, thus providing considerable diversification benefits. READ MORE