Factor based commodity investing
Athanasios Sakkas, Nikolaos Tessaromatis
| Year of publication: |
2020
|
|---|---|
| Authors: | Sakkas, Athanasios ; Tessaromatis, Nikolaos P. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 115.2020, p. 1-19
|
| Subject: | Basis | Basis-Momentum | Commodities | Commodity return predictability | Factor premia | Momentum | Variance timing | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Welt | World | Anlageverhalten | Behavioural finance | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105807 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012489156