Emmanuel Eyiah-Donkor

Rennes School of Business

Assistant Professor of Finance

Rue Robert d'arbrissel, 2

Rennes, 35000

France

SCHOLARLY PAPERS

2

DOWNLOADS

270

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Predictability and Diversification Benefits of Investing in Commodity and Currency Futures

International Review of Financial Analysis, Vol. 50, 2017
Number of pages: 34 Posted: 02 Mar 2016 Last Revised: 26 Aug 2019
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, Rennes School of Business and University College Dublin
Downloads 166 (209,026)
Citation 1

Abstract:

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Portfolio choice, Asset classes, Spanning tests, Predictability, Performance evaluation

2.

Commodity Futures Return Predictability and Intertemporal Asset Pricing

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-8
Number of pages: 55 Posted: 23 Oct 2020 Last Revised: 26 Oct 2020
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, Rennes School of Business and University College Dublin
Downloads 104 (299,433)
Citation 1

Abstract:

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Commodity futures returns; Predictability; Asset allocation; Macroeconomic risk; Intertemporal pricing