The commodities/equities beta term-structure
Year of publication: |
2022
|
---|---|
Authors: | Oglend, Atle |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 28.2022, p. 1-15
|
Subject: | Commodities | Mean reversion | Equities | Investments | Storage | Mean Reversion | Betafaktor | Beta risk | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Theorie | Theory |
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