The optimal approach to futures contract roll in commodity portfolios
Year of publication: |
2009
|
---|---|
Authors: | Mouakhar, Tammam ; Roberge, Mathieu |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 12.2009/10, 3, p. 51-60
|
Subject: | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Index | Index number |
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