2015-07-23
Risk-managed momentum in commodity futures
Publication
Publication
can a risk-managed momentum strategy with target volatility be applied to commodity futures to generate excess returns and reduce crash risk?
Additional Metadata | |
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Szymanowska, M., Wang, Y. | |
hdl.handle.net/2105/31584 | |
Finance & Investments | |
Organisation | Rotterdam School of Management |
Geenen, E.J.L. (2015, July 23). Risk-managed momentum in commodity futures. Finance & Investments. Retrieved from http://hdl.handle.net/2105/31584
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