Browsing Trinity Business School by Author "Sevic, Aleksandar"
Now showing items 1-1 of 1
-
What is the optimal weight for gold in a portfolio?
Vigne, Samuel; Lucey, Brian; Sevic, Aleksandar (2021)We show that the statistical properties of gold are negatively correlated with equities and that including gold in a portfolio will provide diversification benefits. As there is no consensus on the proportion of gold that ...