Sökning: "Bloomberg Commodity Index BCOM"

Hittade 2 uppsatser innehållade orden Bloomberg Commodity Index BCOM.

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

    Kandidat-uppsats,

    Författare :Sebastian Henfalk; Alexandra Wesley; [2021-08-17]
    Nyckelord :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;

    Sammanfattning : 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. LÄS MER

  3. 2. The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Mattia Franch; Bahaa Shehabi; [2016]
    Nyckelord :Stock index; commodity; futures; return; volatility; safe-haven; hedge; portfolio; diversification; correlation; optimal weights;

    Sammanfattning : Investing in commodities may have important benefits for investors but only in the last few decades have they started to think more about this possibility. Furthermore, large investors are more inclined to change their own personal view. LÄS MER