Agricultural commodity futures trading based on cross-country rolling quantile return signals
Author:
Affiliation:
1. Department of Accounting, Finance and Economics, Griffith University, Nathan campus, 170 Kessels Road, Nathan, QLD 4111, Australia
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2019.1571682
Reference35 articles.
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5. Strategic Allocation to Commodity Factor Premiums
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