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SWEETENING THE PORTFOLIO

 

Marketed By :  VDM Verlag Dr. Müller   Sold By :  Kamal Books International  
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Rs. 4,396

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  • Product Description
 

It has been observed in recent years a valorisation of agricultural, energetic, and metallic commodities and consequent increase in the use of these assets within the financial market for investment portfolio allocation. However, if compared to other traditional financial assets, the commodities have an additional factor of variation due to their cyclical and seasonal behaviour. This fact, despite generating excellent investment opportunities, has become a difficult management obstacle for the market agents. Within this context, the objective of the present book was to propose the development of a tool to predict the cyclical prices of the commodities, sugar specifically, based on the model of antecedent indicator. As a result, three antecedent indicators were obtained, all signalising consistently the majority of peaks and troughs of the sugar price cycle for a two-year period in advance. These indicators present a predictive performance very close to real prices sugar. This tool is intended to be source of subsidies for asset managers to formulate strategies regarding the sugar commodity, thus sweetening their portfolios, with an asset exhibiting high return and high volatility.

Product Specifications
SKU :COC46869
AuthorTalita Mauad Martins and Dante P. Martinelli
LanguageEnglish
BindingPaperback
Number of Pages124
Publishing Year2010-08-23T00:00:00.000
ISBN978-3639287523
Edition1 st
Book TypeBusiness & management
Country of ManufactureIndia
Product BrandVDM Verlag Dr. Müller
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-04-08 00:00:00