Scott Willenbrock

University of Illinois at Urbana-Champaign

Professor

1110 West Green Street

Urbana, IL 61801-3080

United States

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

Diversification Return, Portfolio Rebalancing, and the Commodity Return Puzzle

Financial Analysts Journal, Vol. 67, No. 4, pp. 42-49, July/August 2011
Number of pages: 14 Posted: 31 Jul 2011
Scott Willenbrock
University of Illinois at Urbana-Champaign
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Citation 14

Abstract:

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Diversification Return, Portfolio Rebalancing, and the Commodity Return Puzzle

Financial Analysts Journal, Vol. 67, No. 4, 2011
Posted: 09 Aug 2011
Scott Willenbrock
University of Illinois at Urbana-Champaign

Abstract:

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Portfolio Management, Portfolio Construction and Revision, Portfolio Monitoring and Rebalancing, Diversification Issues, Alternative Investments, Commodities