Commodities in asset management
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KeywordsCommodities; investable commodities; commodity future; commodity index; GSCI; portfolio optimization with commodities; spot return; roll return; collateral return;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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