Asset Allocation Based on Cyclical Behavior of Commodities: Regime-Switching Approach
The purpose of the current study was the optimal allocation of assets using the cyclical behavior of commodities. For this purpose, the three commodities of copper, aluminum, and steel, along with gold and foreign exchange rate, were studied and their price data, along with the Tehran Stock Exchange...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2022-12-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_26994_edbe5af6ba85eda7fe30c984ecde4b2c.pdf |