Commodity Strategies Based on Momentum,Term Structure,and Idiosyncratic Volatility |
| |
Authors: | Ana‐Maria Fuertes Joëlle Miffre Adrian Fernandez‐Perez |
| |
Affiliation: | 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 |
| |
Abstract: | |
| |
Keywords: | |
|
|