Trend following, risk parity and momentum in commodity futures
Year of publication: |
2014
|
---|---|
Authors: | Clare, Andrew ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 31.2014, C, p. 1-12
|
Publisher: |
Elsevier |
Subject: | Trend following | Momentum | Risk parity | Equally-weighted | Portfolios | Commodity futures |
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