Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Abstract
The authors conduct an analysis of diamonds as an investable asset. They discuss the literature of alternative asset class investing and how diamonds fit into this investment framework. After examining the correlation of diamonds with several financial indices and a set of metal commodities, they demonstrate the ability of diamonds to enhance portfolio returns through diversification. They conclude by demonstrating the ability of a diamond return index to provide superior risk-adjusted returns.
TOPICS: Commodities, portfolio construction, performance measurement
- © 2012 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600