An efficient frontier for international portfolios with commodity assets
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- Al Janabi, Mazin A.M., 2012. "Optimal commodity asset allocation with a coherent market risk modeling," Review of Financial Economics, Elsevier, vol. 21(3), pages 131-140.
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KeywordsEconomic Theory&Research; International Terrorism&Counterterrorism; Insurance Law; Financial Intermediation; Markets and Market Access;
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