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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"long-short portfolios"
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Long-short portfolios
4
Portfolio selection
3
Portfolio-Management
3
Commodity derivative
2
Commodity exchange
2
Rohstoffderivat
2
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Commodity futures
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Cross section momentum effect
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Equal weights
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Internet
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Optimized weights
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Ownership structure
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Risk premium
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Risk-timing weights
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Aufsatz in Zeitschrift
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English
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Miffre, Joëlle
3
Fernandez-Perez, Adrian
2
Fuertes, Ana María
2
Faff, Robert W.
1
Gonzalez-Fernandez, Marcos
1
Low, Rand Kwong Yew
1
Mikova, Evgeniya
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Rad, Hossein
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Teplova, Tamara V.
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Energy economics
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Journal of empirical finance
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Research in international business and finance
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ECONIS (ZBW)
4
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1
The risk premia of energy futures
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Energy economics
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013162273
Saved in:
2
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
Saved in:
3
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
Saved in:
4
New evidence on determinants of price momentum in the Japanese stock market
Teplova, Tamara V.
;
Mikova, Evgeniya
- In:
Research in international business and finance
34
(
2015
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011325752
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