Commodity risks and the cross-section of equity returns
Chris Brooks, Adrian Fernandez-Perez, Joëlle Miffre, Ogonna Nneji
| Year of publication: |
June 2016
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|---|---|
| Authors: | Brooks, Chris ; Miffre, Joëlle ; Nneji, Ogonna |
| Published in: |
The British accounting review : the journal of the British Accounting Association. - Amsterdam [u.a.] : Elsevier, ISSN 0890-8389, ZDB-ID 1015419-X. - Vol. 48.2016, 2, p. 134-150
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| Subject: | Long-only commodity portfolio | Term structure portfolio | Commodity risks | Cross-section of equity returns | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | CAPM | Theorie | Theory | Risiko | Risk | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.bar.2016.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011520867