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

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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 APA Style APA-ALL Style AAA 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). Managing Momentum Crash Risk: Use of commodity futures to hedge downside risk. In Finance & Investments.http://hdl.handle.net/2105/40260

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