Claude B. Erb

TR

CA 90272

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 312

SSRN RANKINGS

Top 312

in Total Papers Downloads

58,641

SSRN CITATIONS
Rank 7,603

SSRN RANKINGS

Top 7,603

in Total Papers Citations

99

CROSSREF CITATIONS

69

Scholarly Papers (14)

1.
Downloads 25,406 ( 103)
Citation 22

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Downloads 25,201 (100)
Citation 6

Abstract:

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Gold, gold price, inflation hedge, gold value, gold standard, currency hedge, gold beta, safe haven, tail protect, insurance, hyperinflation, central bank holdings, asset allocation, diversification, emerging markets, Warren Buffett, Ray Dalio, Jeffrey Gundlach

The Golden Dilemma

NBER Working Paper No. w18706
Number of pages: 49 Posted: 18 Jan 2013 Last Revised: 11 Feb 2021
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Downloads 205 (176,002)
Citation 14

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2.
Downloads 10,456 ( 528)
Citation 39

The Tactical and Strategic Value of Commodity Futures

Number of pages: 61 Posted: 03 Feb 2005
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Downloads 10,033 (562)
Citation 10

Abstract:

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Strategic asset allocation, Tactical asset allocation, Diversification return, Roll return, Momentum, Market timing, Convenience yield, Contango, Backwardation, Normal backwardation, Commodity correlation, Commodity risk factors, Commodity term structure, Trading strategies, Overlay strategies

The Tactical and Strategic Value of Commodity Futures

NBER Working Paper No. w11222
Number of pages: 46 Posted: 29 Apr 2005 Last Revised: 01 Mar 2021
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Downloads 423 (81,313)
Citation 15

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3.

Political Risk, Economic Risk and Financial Risk

Fuqua School of Business Working Paper No. 9606
Number of pages: 41 Posted: 08 May 2000 Last Revised: 07 Aug 2020
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 5,546 (1,599)
Citation 12

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Country Risk Assessment, Mean-Reverision of Risk, Country Trading Strategies, Risk Exposure

4.

An Impressionistic View of the 'Real' Price of Gold Around the World

Number of pages: 29 Posted: 19 Sep 2012 Last Revised: 20 Sep 2012
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Downloads 4,049 (2,773)
Citation 7

Abstract:

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Gold value, Gold fundamentals, Inflation, Real gold, Foreign exchange

5.

Gold, the Golden Constant, COVID-19, 'Massive Passives' and Déjà Vu

Number of pages: 18 Posted: 07 Aug 2020 Last Revised: 17 Sep 2020
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 4,008 (2,817)
Citation 2

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Gold, Golden constant, Real gold, ETF holdings, Inflation, Hyperinflation, GLD, Fundamental value, Inflation hedge, COVID-19

6.

Expected Returns and Volatility in 135 Countries

Number of pages: 28 Posted: 23 Dec 2005 Last Revised: 07 Aug 2020
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 2,022 (8,966)
Citation 12

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International cost of capital, country hurdle rates, forecasting volatility, forecasting correlation, country rate of return, country risk, political risk, credit ratings, risk ratings, hitting time

7.

The Golden Constant

Duke I&E Research Paper No. 2016-35
Number of pages: 10 Posted: 21 May 2019 Last Revised: 30 May 2019
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Downloads 1,943 (9,542)
Citation 2

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Gold, golden constant, real gold, overshoot, gold fundamental value, inflation hedge

8.

Conquering Misperceptions about Commodity Futures Investing

Financial Analysts Journal, Forthcoming
Number of pages: 16 Posted: 21 Aug 2015 Last Revised: 23 May 2016
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Downloads 1,582 (13,235)
Citation 3

Abstract:

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Commodity futures, price return, roll return, real return, inflation, backwardation, contango, asset class, inflation hedge, market timing, trading strategies

9.

Bitcoin is Exactly Like Gold Except When it Isn't

Number of pages: 21 Posted: 12 Feb 2021
Claude B. Erb
TR
Downloads 1,341 (17,212)

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Bitcoin, digital gold, gold, golden constant, inflation, Jastram, Metcalfe's Law, inflation hedge, store of value, safe haven

10.

The Influence of Political, Economic and Financial Risk on Expected Fixed Income Returns

Number of pages: 30 Posted: 25 Oct 2005 Last Revised: 07 Aug 2020
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 687 (44,599)
Citation 1

Abstract:

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global bond strategies, predicting bond returns, trading strategies, interest rates, political risk, economic risk, financial risk, country risk, trading strategies, active management

11.

Gold: The Best Performing Asset of the Last 3,000 Years?

Number of pages: 65 Posted: 12 Mar 2014 Last Revised: 30 Apr 2014
Claude B. Erb
TR
Downloads 684 (44,869)
Citation 1

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gold, real price of gold, Ray Dalio, Warren Buffett, Seth Klarman, Bill Gross, Fritz Haber, Tutankhamun, Theban real estate, Hoxne, fear

12.

The Cross-Sectional Determinants of Emerging Equity Market Returns

Number of pages: 46 Posted: 25 Oct 2005 Last Revised: 07 Aug 2020
Columbia Business School - Finance and Economics, TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 534 (61,663)
Citation 15

Abstract:

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emerging market returns, predicting equity returns, factors, active management, market integration, asset allocation, emerging markets, time-varying integration

13.

Demographics and International Investment

Number of pages: 30 Posted: 31 Oct 2005 Last Revised: 07 Aug 2020
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 383 (92,050)
Citation 2

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global investment, population, international stock returns, asset allocation, active management, risk premium

14.

The Strategic and Tactical Value of Commodity Futures

Financial Analysts Journal, Vol. 62, No. 2, pp. 69-97, April 2006
Posted: 23 May 2006
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business

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Derivative Instruments, Commodity Derivatives, Alternative Investments, Commodities, Portfolio Management, Asset Allocation