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Start Over Committee Member Jingzhi Huang Author Last Name Du

1. Commodity Futures in Asset Allocation

open_access

Open Access

Author:: Du, Shengwu
Title:: Commodity Futures in Asset Allocation
Graduate Program:: Agricultural Economics
Keywords:: Commodity futures
portfolio
regime switching
VaR
the EVT
File:: Download ShengwuDu.pdf
Committee Members:: Spiro E Stefanou, Committee Chair/Co-Chair
Jeffrey R Stokes, Committee Member
James William Dunn, Committee Member
Jingzhi Huang, Committee Member