New research by Professor George Skiadopoulos

23-10-17 web.xrh 0 comment


Study shows diversification benefits of commodities

New research shows that certain commodity strategies make investors better off when included in portfolios that consist of stocks, bonds, and cash. The study is published in the Journal of Empirical Finance and is co-authored by Professor George Skiadopoulos from the School of Economics and Finance at QMUL and the Department of Banking and Financial Management at University of Piraeus. In contrast to the previous research on this subject, this study does not pose restrictive assumptions about investors’ preferences and assets distribution.

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