Showing 1 - 10 of 54,899
Persistent link: https://www.econbiz.de/10014270985
Persistent link: https://www.econbiz.de/10001155802
Persistent link: https://www.econbiz.de/10003337702
Persistent link: https://www.econbiz.de/10003462045
Persistent link: https://www.econbiz.de/10008987716
Persistent link: https://www.econbiz.de/10011499326
Persistent link: https://www.econbiz.de/10001687015
Persistent link: https://www.econbiz.de/10001149113
Persistent link: https://www.econbiz.de/10001097044
We investigate the investability of commodity risk premia in China. Previously documented standard momentum, carry and basis-momentum factors are not investable due to the unique liquidity patterns along the futures curves in China. However, dynamic rolling and strategic portfolio weights...
Persistent link: https://www.econbiz.de/10012843106