Research and publications

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