Factor based commodity investing

Journal of Banking & Finance, Volume 115, June 2020

Author(s) :

Athanasios Sakkas, NikolaosTessaromatis

Summary :

Journal of Banking & Finance, Volume 115, June 2020

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Type :	Academic Publication
Date :	19/06/2020
Keywords :	Commodities, Factor premia, Momentum, Basis, Basis-Momentum, Variance timing, Commodity return predictability

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