Momentum strategies in commodity futures markets
Year of publication: |
2007
|
---|---|
Authors: | Miffre, Joe͏̈lle ; Rallis, Georgios |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 6, p. 1863-1886
|
Subject: | Rohstoffderivat | Commodity derivative | Diversifikation | Diversification | USA | United States | 1979-2004 |
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