Managing Momentum Crash Risk: Use of commodity futures to hedge downside risk

Additional Metadata
Keywords	Momentum, Momentum crashes, Commodities, Hedge, Investment strategy, Crash risk, Futures
Thesis Advisor	Tims, Ben, Trindade Tome Marques Alves, Romulo
Persistent URL	hdl.handle.net/2105/40260
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Marsal Garrido, Albert. (2017, July 28). Managing Momentum Crash Risk: Use of commodity futures to hedge downside risk. Finance & Investments. Retrieved from http://hdl.handle.net/2105/40260

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