Dynamic Crude Oil Allocation in a Balanced Portfolio

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Academic paper

Commodities, Crude Oil, and Diversified Portfolios

AuthorsHilary Till

Institute
  • Ecole des Hautes Etudes Commerciales du Nord
  • University of Colorado Denver
  • EDHEC-Risk Institute
  • Global Commodities Applied Research Digest
  • J.P. Morgan Center for Commodities, University of Colorado Denver Business School

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