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Combining momentum with reversal in commodity futures
Bianchi, Robert; Drew, Michael E.; Fan, John Hua - In: Journal of banking & finance 59 (2015), pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
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Commodities momentum : a behavioral perspective
Bianchi, Robert; Drew, Michael E.; Fan, John Hua - In: Journal of banking & finance 72 (2016), pp. 133-150
Persistent link: https://www.econbiz.de/10011635502
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Momentum profits and time-varying unsystematic risk
Li, Xiafei; Miffre, Joëlle; Brooks, Chris; O'Sullivan, … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10003707678
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Did long-short investors destabilize commodity markets
Miffre, Joëlle; Brooks, Chris - 2013
Persistent link: https://www.econbiz.de/10009782761
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The performance of simple dynamic commodity strategies
Basu, Devraj; Miffre, Joëlle - In: The journal of alternative investments 16 (2013/14) 1, pp. 9-18
Persistent link: https://www.econbiz.de/10009782762
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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
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Sustainable stock indices and long-term portfolio decisions
Bianchi, Robert J.; Drew, Michael E. - In: Journal of sustainable finance & investment 2 (2012) 3/4, pp. 303-317
Persistent link: https://www.econbiz.de/10009706312