Cointegration between Equity- and Agricultural Markets: Implications for Portfolio Diversification
Author(s) -
Marcio Genovevo da Costa,
Nils Donner
Publication year - 2016
Publication title -
journal of management and sustainability
Language(s) - English
Resource type - Journals
eISSN - 1925-4733
pISSN - 1925-4725
DOI - 10.5539/jms.v6n1p24
Subject(s) - diversification (marketing strategy) , cointegration , portfolio , equity (law) , financial economics , economics , agriculture , monetary economics , hedge fund , financial crisis , business , finance , econometrics , macroeconomics , ecology , marketing , political science , law , biology
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