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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Faff, Robert W."
~person:"Lien, Da-hsiang Donald"
~subject:"Long-short portfolios"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
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Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
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