Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, Robert Faff
| Year of publication: |
2020
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|---|---|
| Authors: | Rad, Hossein ; Low, Rand Kwong Yew ; Miffre, Joëlle ; Faff, Robert W. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 164-180
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| Subject: | Equal weights | Long-short portfolios | Optimized weights | Risk-timing weights | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430671