An anatomy of commodity futures risk premia
Year of publication: |
2014
|
---|---|
Authors: | Szymanowska, Marta ; Roon, Frans de ; Nijman, Theodore E. ; Goorbergh, Rob Willem Jean van den |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 69.2014, 1, p. 453-484
|
Subject: | Rohstoffderivat | Commodity derivative | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Schätzung | Estimation | 1986-2010 |
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