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Commodity momentum : a tale of countries and sectors

Fan, John Hua; Qiao, Xiao - In: Journal of commodity markets 29 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014277613

Geopolitics and rare earth metals

Fan, John Hua; Omura, Akihiro; Roca, Eduardo - In: European journal of political economy 78 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014457378

Long-run reversal in commodity returns : insights from seven centuries of evidence

Zaremba, Adam; Bianchi, Robert; Mikutowski, Mateusz - In: Journal of banking & finance 133 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10013256444

Guest editorial: Financial product complexity and the limits of financial literacy : a special issue of the journal of financial services marketing

Drew, Michael E.; Walk, Adam; Bianchi, Robert - In: Journal of financial services marketing : JFSM 18 (2013) 3, pp. 153-157

Persistent link: https://www.econbiz.de/10010188535

Interest rate changes and the cross-section of global equity returns

Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32

Persistent link: https://www.econbiz.de/10014249731

COVID-19 and policy responses : early evidence in banks and FinTech stocks

Kakhkharov, Jakhongir; Bianchi, Robert - In: Pacific-Basin finance journal 74 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013389460

Commodity Futures Momentum : Sources of Risk and Anomalies

Bianchi, Robert J. - 2020

This paper explores the source(s) of commodity futures momentum and an associated anomaly. We decompose the 12-month conventional momentum strategy into single-month momentum components. Historical information in the cross-section of returns at 10 to 11 months prior to portfolio formation...

Persistent link: https://www.econbiz.de/10012855221

Tactical allocation in commodity futures markets : combining momentum and term structure signals

Fuertes, Ana María; Miffre, Joëlle; Rallis, Georgios - In: Journal of banking & finance 34 (2010) 10, pp. 2530-2548

Persistent link: https://www.econbiz.de/10008858295

Country-specific ETFs: an efficient approach to global asset allocation

Miffre, Joëlle - In: The journal of asset management 8 (2007/08) 2, pp. 112-122

Persistent link: https://www.econbiz.de/10003502623

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