Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll
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Elsevier BV
Reference27 articles.
1. Synchronization risk and delayed arbitrage;Dilip Abreu;Journal of Financial Economics,2002
2. Limits to Arbitrage and Hedging: Evidence from Commodity Markets
3. Spot returns, roll yield, and diversification with commodity futures;Mark J P Anson;Journal of Alternative Investment,1998
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