상품자산 편입이 투자자의 편익에 미치는 영향 = How Valuable are the Commodity Assets to Investors?

참고문헌 (Reference)

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2 Erb, C., "The strategic and tactical value of commodity futures" 62 : 69-97, 2006

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5 Jensen, G., "Tactical asset allocation and commodity futures" 100-111, 2002

6 Nijman, T., "Strategic and tactical allocation to commodities for retirement savings schemes" Tilburg University 2003

7 Fama, E., "Stock returns, real activities, inflation and money" 71 : 545-565, 1981

8 Bodie, Z., "Risk and return in commodity futures" 36 : 27-39, 1980

9 Elton, E., "Professionally managed, publicly traded commodity funds" 60 : 175-199, 1987

10 Hentschel, L., "Numeraire portfolio tests of bond market integration and redundancy" Simon School of Business, University of Rochester 2002

11 Edwards, F., "Managed commodity funds" 19 : 377-411, 1999

12 Edwards, F., "Hedge fund and commodity fund investment styles in bull and bear markets" 2000

13 Gorton, G., "Facts and Fantasies about commodity futures" 62 : 47-68, 2006

14 Vrugt, E. B., "Dynamic commdity timing strategies" Maastricht University 2004

15 Fama, E., "Commodity futures prices：Some evidence on forecast power, premiums, and the theory of storage" 60 : 55-73, 1987

16 Akey, R. P., "Commodities：A case for active management" 8 : 8-29, 2005

17 Georgiev, G, "Benefits of commodity investment" CISDM 2006

18 Newey, W. K., "A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix" 55 : 703-708, 1987