Returns to Investing in Commodity Futures: Separating the Wheat from the Chaff
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Development
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/aepp.13049
Reference47 articles.
1. Limits to arbitrage and hedging: Evidence from commodity markets
2. Commodities in Asset Allocation: A Real-Asset Alternative to Real Estate?
3. Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns
4. A Model of Financialization of Commodities
5. The “Roll Yield” Myth
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