The Strategic and Tactical Value of Commodity Futures
Author:
Affiliation:
1. Claude B. Erb, CFA, is managing director at Trust Company of the West, Los Angeles.
2. Campbell R. Harvey is J. Paul Sticht Professor of International Business at Duke University, Durham, North Carolina.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v62.n2.4084
Reference48 articles.
1. Maximizing Utility with Commodity Futures Diversification
2. What Risk Premium Is “Normal”?
3. Understanding Momentum
4. Macroeconomic Influences and the Variability of the Commodity Futures Basis
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