Modeling the multivariate dynamic dependence structure of commodity futures portfolios MD Aepli, R Füss, TES Henriksen, F Paraschiv Journal of commodity Markets 6, 66-87, 2017 | 32 | 2017 |
Can commodities dominate stock and bond portfolios? TES Henriksen, A Pichler, S Westgaard, S Frydenberg Annals of Operations Research 282 (1), 155-177, 2019 | 23 | 2019 |
Properties of long/short commodity indices in stock and bond portfolios TES Henriksen The Journal of Alternative Investments 20 (4), 51, 2018 | 19 | 2018 |
Hedge funds as a diversification vehicle A Mikkelsen, F Kjærland, TES Henriksen Pageant Media Ltd, 2019 | 3 | 2019 |
Journal of Commodity Markets MD Aepli, R Füss, TES Henriksen, F Paraschiv Journal of Commodity Markets 6, 66-87, 2017 | | 2017 |
An empirical study of the risk parity allocation approach using the world equity market TES Henriksen Norwegian University of Life Sciences, Ås, 2014 | | 2014 |