Blar i Brage NMBU på forfatter "Hansen-Tangen, Nicoline Heier"
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Do commodities offer diversification benefits in multi-asset portfolios?
Hansen-Tangen, Nicoline Heier; Overaae, Mats (Master thesis, 2015-08-04)During the last decade commodities have increased in popularity as an alternative asset class. Previous research reports the diversification benefits when adding individual commodity indices or futures to a traditional ...