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Financial Crisis and Financialization Acuity on the Diversification Benefits of Commodities: A Stochastic Asset Allocation Framework

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Figure

Table-3.1. Diversification benefits individual commodity spot Conventional Agri Spot Metal Spot
Table 4 presents the Mean-CVaR optimized weightage of conventional portfolios. The
Table 6.1 presents the diversification benefits of including individual commodity futures with

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