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Commodity Strategies Based on Momentum,Term Structure,and Idiosyncratic Volatility |
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| Authors: | Ana‐Maria Fuertes Joëlle Miffre Adrian Fernandez‐Perez |
| Institution: | 1. Ana‐Maria Fuertes is a Professor of Financial Econometrics, Cass Business School, City University, London, England;2. Jo?lle Miffre is a Professor of Finance, EDHEC Business School, Nice, France;3. Adrian Fernandez‐Perez is a Research Fellow, Auckland University of Technology, Auckland, New Zealand |
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