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A Rule-Based Commodity Index
Mulvey, John M. - 2014
A commodity index is designed as an equal-weighted set of four complementary tactics. The resulting portfolio takes …. Index performance is compared with long commodity indexes and commodity hedge funds. The benefits of an overlay strategy is …
Persistent link: https://www.econbiz.de/10013045636
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...
Persistent link: https://www.econbiz.de/10011879959
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Persistent link: https://www.econbiz.de/10011869031
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Cross-listed futures index and price discovery
Jawed, Mohammad Shameem; Tapar, Archit Vinod; Dhaigude, Amol - In: The empirical economics letters : a monthly … 19 (2020) 6, pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
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Indexes
1993 - July 1993
Persistent link: https://www.econbiz.de/10000889926
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Index. - 1986. - V, 120 S.
Persistent link: https://www.econbiz.de/10000726731
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[Index]
Warner, Malcolm (contributor) - 1996
Persistent link: https://www.econbiz.de/10000591492
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Index
1960
Persistent link: https://www.econbiz.de/10000596462
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Index
Gerth van Wijk, H. L. - 1916
Persistent link: https://www.econbiz.de/10000409074
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1785 - 1808. Indexes
Strassburger, Ralph Beaver - 1934
Persistent link: https://www.econbiz.de/10000417591