Tracking speculative trading
Year of publication: |
2023
|
---|---|
Authors: | Boos, Dominik ; Grob, Linus |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 64.2023, p. 1-24
|
Subject: | Trend-following | Momentum | Commodity futures market | Commitments of traders | Hedge funds | Ridge regression | Hedgefonds | Hedge fund | Spekulation | Speculation | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Warenbörse | Commodity exchange | Hedging |
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