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Commodity Futures and Strategic Asset Allocation
Yongyang Su
, Marco C.K. Lau
, Frankie Chau
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Keyphrases
Asset Class
100%
Strategic Asset Allocation
100%
Commodity Futures
100%
Strategic Portfolios
50%
Traditional Assets
50%
Global Bond
50%
Intertemporal Hedging Demand
50%
Bond Market
50%
International Equity Markets
50%
Multi-period Portfolio Choice
50%
Institutional Investors
50%
Optimal Weights
50%
Portfolio Allocation
50%
Allocation Process
50%
Economics, Econometrics and Finance
Investors
100%
Portfolio Selection
100%
Commodity Derivative
100%
Hedging
50%
Portfolio Choice
50%
Institutional Investor
50%