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  • Search: subject:"Conditional Multi-factor Model"
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CCIL Bond Index 1 Capital income 1 Commodity Market 1 Commodity derivative 1 Commodity market 1 Conditional Multi-factor Model 1 India 1 Indien 1 Kapitaleinkommen 1 Momentum Strategy 1 Portfolio selection 1 Portfolio-Management 1 Rohstoffderivat 1 Rohstoffmarkt 1 Time-Varying Risk 1 Transaction Cost 1 Transaction costs 1 Transaktionskosten 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jaiswal, Ritika 1 Uchil, Rashmi 1
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Asian journal of business and accounting : AJBA 1
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ECONIS (ZBW) 1
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Time-varying conditional profitability of momentum strategies in commodity futures market : evidence from India
Jaiswal, Ritika; Uchil, Rashmi - In: Asian journal of business and accounting : AJBA 13 (2020) 2, pp. 245-276
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