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dc.contributor.authorFan, JH
dc.contributor.authorWiafe, OK
dc.date.accessioned2018-10-30T06:29:44Z
dc.date.available2018-10-30T06:29:44Z
dc.date.issued2016
dc.identifier.issn1810-4967
dc.identifier.doi10.21511/imfi.13(3-2).2016.04
dc.identifier.urihttp://hdl.handle.net/10072/100844
dc.description.abstractThis paper examines the role of commodity-related investments in the decumulation phase of retirement. Benchmarked against a balanced portfolio, the findings suggest that including commodities in a traditional portfolio improves the retirement outcomes at the lowest percentiles of wealth distribution. Furthermore, we demonstrate that downside protection is more pronounced by reducing allocation to equities (rather than bonds) to invest in alternatives. An equally weighted combination of passive and active commodity-related investments provides superior downside protection compared to a traditional portfolio at all levels of allocations used in the analysis. As a consequence, commodities may be employed as a portfolio diversification tool particularly in the decumulation phase of retirement.
dc.description.peerreviewedYes
dc.languageEnglish
dc.language.isoeng
dc.publisherDilovi Perspektyvy
dc.relation.ispartofpagefrom322
dc.relation.ispartofpageto327
dc.relation.ispartofissue3
dc.relation.ispartofjournalInvestment Management and Financial Innovations
dc.relation.ispartofvolume13
dc.subject.fieldofresearchFinance
dc.subject.fieldofresearchBanking, Finance and Investment
dc.subject.fieldofresearchcode150201
dc.subject.fieldofresearchcode1502
dc.titleThe role of commodities investments in the decumulation phase of retirement
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
dc.description.versionVersion of Record (VoR)
gro.facultyGriffith Business School, Department of Accounting, Finance and Economics
gro.rights.copyright© The author(s) 2016. This publication is an open access article. This is a published version of the paper, available at LLC "CPC "Business Perspectives" at http://dx.doi.org/10.21511/imfi.13(3-2).2016.04.
gro.hasfulltextFull Text
gro.griffith.authorFan, John H.
gro.griffith.authorWiafe, Osei K.


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