Sökning: "Kristina Filiptchuk"

Hittade 1 uppsats innehållade orden Kristina Filiptchuk.

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

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

    Sammanfattning : 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. LÄS MER