Sökning: "Oscar Mc Guire"
Hittade 1 uppsats innehållade orden Oscar Mc Guire.
1. Commodity futures impact on equity funds portfolios
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In the light of the latest decade of structural change and growth in trade on the commodity markets it is natural to ask the question: Is it worth adding commodity futures to your portfolio? The objective of this paper is to find out if commodity futures does or does not add to the performance of portfolios consisting of equity funds. The theory used is basic portfolio theory, with Sharpe's ratio as the measure of performance. LÄS MER
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