The DOI matches its Crossref record; 44 of the 44 references it cites were found in a registry or an index.
Should investors include commodities in their portfolios after all? New evidence
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Citations
Cites
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
Markowitz, H. (1952) · The Journal of Finance · doi:10.2307/2975974 · Cited by 4,599
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
DeMiguel, V., Garlappi, L., & Uppal, R. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhm075 · Cited by 3,199
Is gold a safe haven? International evidence
Baur, D. G., & McDermott, T. K. (2010) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2009.12.008 · Cited by 1,947
Facts and Fantasies about Commodity Futures
Gorton, G., & Rouwenhorst, K. G. (2006) · Financial Analysts Journal · doi:10.2469/faj.v62.n2.4083 · Cited by 1,358
A Theory of Disappointment Aversion
Gul, F. (1991) · Econometrica · doi:10.2307/2938223 · Cited by 1,336
Implications of Security Market Data for Models of Dynamic Economies
Hansen, L. P., & Jagannathan, R. (1991) · Journal of Political Economy · doi:10.1086/261749 · Cited by 1,178
The Strategic and Tactical Value of Commodity Futures
Erb, C. B., & Harvey, C. R. (2006) · Financial Analysts Journal · doi:10.2469/faj.v62.n2.4084 · Cited by 1,027
Performance Hypothesis Testing with the Sharpe and Treynor Measures
JOBSON, J. D., & KORKIE, B. M. (1981) · The Journal of Finance · doi:10.1111/j.1540-6261.1981.tb04891.x · Cited by 854
The Fundamentals of Commodity Futures Returns
Gorton, G. B., Hayashi, F., & Rouwenhorst, K. G. (2013) · Review of Finance · doi:10.1093/rof/rfs019 · Cited by 739
Cited by
Financialization, crisis and commodity correlation dynamics
Silvennoinen, A., & Thorp, S. (2013) · Journal of International Financial Markets, Institutions and Money · doi:10.1016/j.intfin.2012.11.007 · Cited by 650
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
Raza, N., Jawad Hussain Shahzad, S., Tiwari, A. K., & Shahbaz, M. (2016) · Resources Policy · doi:10.1016/j.resourpol.2016.06.011 · Cited by 389
Financialization in commodity markets: A passing trend or the new normal?
Adams, Z., & Glück, T. (2015) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2015.07.008 · Cited by 372
Is it risky to go green? A volatility analysis of the green bond market
Pham, L. (2016) · Journal of Sustainable Finance & Investment · doi:10.1080/20430795.2016.1237244 · Cited by 344
What do we know about oil prices and stock returns?
Smyth, R., & Narayan, P. K. (2018) · International Review of Financial Analysis · doi:10.1016/j.irfa.2018.03.010 · Cited by 266
Metadata
- Authors
- Daskalaki, C., & Skiadopoulos, G.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 2011-10
- Volume
- 35
- Issue
- 10
- Pages
- 2606-2626
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W2118431855
- Cited by
- 342
- References
- 44
- FWCI
- 33.38
- Type
- journal article
- Language
- en
- Open access
- green
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- CoChat. (2026). Citation check: Should investors include commodities in their portfolios after all? New evidence. https://app.cochat.ai/papers/10.1016/j.jbankfin.2011.02.022
- The paper
- Daskalaki, C., & Skiadopoulos, G. (2011). Should investors include commodities in their portfolios after all? New evidence. Journal of Banking & Finance. https://doi.org/10.1016/j.jbankfin.2011.02.022
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.