Profitability and diversification benefits of momentum strategies on commodity index futures
Antti Aalto; Jussi Nikkinen and Jarkko Peltomäki; Sami Vähämaa
| Year of publication: |
2011
|
|---|---|
| Authors: | Aalto, Antti ; Nikkinen, Jussi ; Peltomäki, Jarkko ; Vähämaa, Sami |
| Published in: |
International journal of accounting and finance. - Genève : Inderscience Enterprises, ISSN 1752-8224, ZDB-ID 2484196-1. - Vol. 3.2011/12, 1, p. 21-32
|
| Subject: | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | 1998-2006 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009316759