The Digital Library of Theses and Dissertations of the University of São Paulo
Doctoral Thesis
An analysis of commodity futures allocation in diversified portfolios
Silveira, Rodrigo Lanna Franco da
The work has analyzed the impact of including commodity futures (arabica coffee, soybean, corn, crystal sugar, ethanol and live cattle), negotiated at Securities, Commodity and Futures Exchange - BM&FBOVESPA,...
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