Do momentum-based trading strategies work in the commodity futures markets?
Year of publication: |
2015
|
---|---|
Authors: | Narayan, Paresh Kumar ; Ali Ahmed, Huson Joher ; Narayan, Seema |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 9, p. 868-891
|
Subject: | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection |
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