Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes

Theo E. Nijman; Laurens A.P. Swinkels

doi:10.1002/9781118267004.ch22

Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes

Theo E. Nijman^*, Laurens A.P. Swinkels

^*Corresponding author for this work

Business Economics

Research output: Chapter/Conference proceeding › Chapter › Academic

7 Citations (Scopus)

Abstract

This chapter contains sections titled:
- Strategic Asset Allocation
- Statistical Significance of the Portfolio Improvement
- Tactical Asset Allocation
- Conclusion
- Appendix A: The Optimal Mean-Variance Portfolio with Pension Liabilities
- Appendix B: Robustness Analysis: Different Expected Returns

Original language	English
Title of host publication	The Handbook of Commodity Investing
Editors	F. Fabozzi, R. Fuss, D.G. Kaiser
Place of Publication	Hoboken
Publisher	John Wiley & Sons Inc.
Chapter	22
Pages	522-546
Number of pages	25
ISBN (Electronic)	9781118267004
ISBN (Print)	9780470117644
DOIs	https://doi.org/10.1002/9781118267004.ch22
Publication status	Published - 23 Jun 2008

Research programs

EUR ESE 33

Access to Document

10.1002/9781118267004.ch22

Cite this

@inbook{f08b1aed02ef42adac831baed628ae42,

title = "Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes",

abstract = "This chapter contains sections titled:- Strategic Asset Allocation- Statistical Significance of the Portfolio Improvement- Tactical Asset Allocation- Conclusion- Appendix A: The Optimal Mean-Variance Portfolio with Pension Liabilities- Appendix B: Robustness Analysis: Different Expected Returns",

author = "Nijman, {Theo E.} and Swinkels, {Laurens A.P.}",

year = "2008",

month = jun,

day = "23",

doi = "10.1002/9781118267004.ch22",

language = "English",

isbn = "9780470117644",

pages = "522--546",

editor = "F. Fabozzi and R. Fuss and D.G. Kaiser",

booktitle = "The Handbook of Commodity Investing",

publisher = "John Wiley & Sons Inc.",

address = "United States",

}

TY - CHAP

T1 - Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes

AU - Nijman, Theo E.

AU - Swinkels, Laurens A.P.

PY - 2008/6/23

Y1 - 2008/6/23

N2 - This chapter contains sections titled:- Strategic Asset Allocation- Statistical Significance of the Portfolio Improvement- Tactical Asset Allocation- Conclusion- Appendix A: The Optimal Mean-Variance Portfolio with Pension Liabilities- Appendix B: Robustness Analysis: Different Expected Returns

AB - This chapter contains sections titled:- Strategic Asset Allocation- Statistical Significance of the Portfolio Improvement- Tactical Asset Allocation- Conclusion- Appendix A: The Optimal Mean-Variance Portfolio with Pension Liabilities- Appendix B: Robustness Analysis: Different Expected Returns

UR - http://www.scopus.com/inward/record.url?scp=84887229657&partnerID=8YFLogxK

U2 - 10.1002/9781118267004.ch22

DO - 10.1002/9781118267004.ch22

M3 - Chapter

SN - 9780470117644

SP - 522

EP - 546

BT - The Handbook of Commodity Investing

A2 - Fabozzi, F.

A2 - Fuss, R.

A2 - Kaiser, D.G.

PB - John Wiley & Sons Inc.

CY - Hoboken

ER -

Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes

Abstract

Research programs

Access to Document

Other files and links

Fingerprint

Cite this