Blar i Publikasjoner fra Cristin - NMBU på forfatter "Henriksen, Tom Erik Sønsteng"

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    • Can commodities dominate stock and bond portfolios? 

      Henriksen, Tom Erik Sønsteng; Pichler, Alois; Westgaard, Sjur; Frydenberg, Stein (Journal article; Peer reviewed, 2018)
      In this article we discuss whether commodities should be included as an asset class when establishing portfolios. By investigating second order stochastic dominance relations, we find that the stock and bond indices tend ...

    • Hedge Funds as a Diversification Vehicle 

      Mikkelsen, Andreas; Kjærland, Frode; Henriksen, Tom Erik Sønsteng (Peer reviewed; Journal article, 2019)
      This study evaluates the out-of-sample diversification benefits of including hedge fund indexes in global stock-bond portfolios. The topic is investigated by assessing several asset allocation strategies from 1998 to 2016. ...