A rule-based commodity index
John M. Mulvey
| Year of publication: |
2014
|
|---|---|
| Authors: | Mulvey, John M. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 3, p. 19-30
|
| Subject: | Commodity index | hedge fund replication | overlay strategies | rebalancing gains | portfolio of tactics | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Investmentfonds | Investment Fund | Index-Futures | Index futures | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Hedging | Kapitaleinkommen | Capital income | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634617