Basis-momentum strategies and ranking periods
Year of publication: |
2021
|
---|---|
Authors: | Kwon, Kyung Yoon ; Kang, Jangkoo ; Yun, Jaesun |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-7
|
Subject: | Basis | Basis-momentum | Commodity futures | Momentum | Term structure | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Ranking-Verfahren | Ranking method |
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