Commodity risks and the cross-section of equity returns
Year of publication: |
June 2016
|
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Authors: | Brooks, Chris ; Miffre, Joëlle ; Nneji, Ogonna |
Published in: |
The British accounting review : the journal of the British Accounting Association. - Amsterdam [u.a.] : Elsevier, ISSN 0890-8389, ZDB-ID 1015419-X. - Vol. 48.2016, 2, p. 134-150
|
Subject: | Long-only commodity portfolio | Term structure portfolio | Commodity risks | Cross-section of equity returns | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Rohstoffmarkt | Commodity market |
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