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Optimal Hedging with Higher Mo...
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442
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29
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28
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151
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:
152
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:
153
Commodity markets, long-run predictability, and intertemporal pricing
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 1159-1188
Persistent link: https://www.econbiz.de/10011803799
Saved in:
154
Strategic and Tactical Roles of Enhanced Commodity Indices
Rallis, Georgios
;
Miffre, Joëlle
;
Ana‐Maria Fuertes
- In:
Journal of Futures Markets
33
(
2013
)
10
,
pp. 965-992
Persistent link: https://www.econbiz.de/10011006029
Saved in:
155
Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana-Maria
;
Miffre, Joëlle
;
Tan, Wooi-Hou
- In:
Applied financial economics
19
(
2009
)
12
,
pp. 935-954
Persistent link: https://www.econbiz.de/10008253584
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156
Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana-Maria
;
Miffre, Joëlle
;
Tan, Wooi-Hou
- In:
Applied financial economics
19
(
2009
)
10-12
,
pp. 935-954
Persistent link: https://www.econbiz.de/10008272559
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157
Momentum strategies in commodity futures markets
Miffre, Joëlle
;
Rallis, Georgios
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1863-1886
Persistent link: https://www.econbiz.de/10007727806
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158
Capturing the risk premium of commodity futures: The role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10010112292
Saved in:
159
Strategic and Tactical Roles of Enhanced Commodity Indices
Rallis, Georgios
;
Miffre, Joëlle
;
Fuertes, Ana‐Maria
- In:
The journal of futures markets
33
(
2013
)
10
,
pp. 965-992
Persistent link: https://www.econbiz.de/10010153642
Saved in:
160
COMMODITIES - THE PERFORMANCE OF SIMPLE DYNAMIC COMMODITY STRATEGIES
Basu, Devraj
;
Miffre, Joëlle
- In:
The journal of alternative investments
16
(
2013
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10010155388
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