Understanding the sources of risk underlying the cross section of commodity returns
Gurdip Bakshi, Xiaohui Gao, Alberto G. Rossi
| Year of publication: |
2019
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|---|---|
| Authors: | Bakshi, Gurdip S. ; Gao, Xiaohui ; Rossi, Alberto G. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 2, p. 619-641
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| Subject: | commodity asset pricing models | carry | momentum | innovations in equity volatility | speculative activity | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Spekulation | Speculation | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2017.2840 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000721