Trend following, risk parity and momentum in commodity futures
Andrew Clare; James Seaton; Peter N. Smith; Stephen Thomas
| Year of publication: |
2013
|
|---|---|
| Authors: | Clare, Andrew D. ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 31.2014, p. 1-12
|
| Subject: | Trend following | Momentum | Risk parity | Equally-weighted | Portfolios | Commodity futures | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risiko | Risk | Welt | World |
| 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/10010461541