Optimal asset allocation for commodity sovereign wealth funds
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Cites work
- An Intertemporal Capital Asset Pricing Model
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- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
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Cited in
(5)- The multi-objective alternative assets investment optimization model on sovereign wealth funds based on risk control
- Strategic commodity allocation
- Should commodity investors follow commodities' prices?
- Including commodity futures in asset allocation in China
- Dynamic spending and portfolio decisions with a soft social norm
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