A FURTHER EXAMINATION OF THE RISK/RETURN CHARACTERISTICS OF PORTFOLIOS COMBINING COMMODITY FUTURES CONTRACTS WITH COMMON STOCKS

A.F. Herbst and J.P. McCormack

Working Papers from Columbia - Center for Futures Markets

Keywords: common markets; stocks; securities; risk (search for similar items in EconPapers)
Pages: 13 pages
Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:fth:colufu:csfm-167

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