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Measuring index investment in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127

Persistent link: https://www.econbiz.de/10009771880

Sharī‘ah and SRI portfolio performance in the UK : effect of oil price decline

Hendranastiti, Nur Dhani; Asutay, Mehmet - In: Islamic economic studies 24 (2016) 2, pp. 77-104

Persistent link: https://www.econbiz.de/10011729897

Asset allocation and multivariate position based trading

Pape, Bernd - In: Journal of economic interaction and coordination : JEIC 2 (2007) 2, pp. 163-193

Persistent link: https://www.econbiz.de/10003580915

A decade of delusions : from speculative contagion to the Great Recession

Martin, Frank K. - 2011

bombards them. Describes the epidemic of market speculation that gradually infects feverish investors. Details how investors … bombards them Describes the epidemic of market speculation that gradually infects feverish investors Details how investors can …

Persistent link: https://www.econbiz.de/10009127918

Momentum and reversal in financial markets with persistent heterogeneity

Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele - In: Annals of finance 15 (2019) 4, pp. 455-487

Persistent link: https://www.econbiz.de/10012240169

Momentum and reversal in financial markets with persistent heterogeneity

Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele - 2018

This paper investigates whether short-term momentum and long-term reversal may emerge from the wealth reallocation process taking place in speculative markets. We assume that there are two classes of investors who trade long-lived assets by holding constantly rebalanced portfolios based on their...

Persistent link: https://www.econbiz.de/10011790528