The effectiveness of incorporating higher moments in portfolio strategies : evidence from the Chinese commodity futures markets
Qingfu Liu, Pan Jiang, Yunbi An and Keith Cheung
| Year of publication: |
2020
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|---|---|
| Authors: | Liu, Qingfu ; Jiang, Pan ; An, Yunbi ; Cheung, Keith C. K. |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 4, p. 653-668
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| Subject: | Commodity futures | Higher moments | Portfolio management | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | China | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1687926 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194912