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Spot Returns, Roll Yield, and Diversification with Commodity Futures
Home
Publications
Spot Returns, Roll Yield, and Diversification with Commodity Futures
Spot Returns, Roll Yield, and Diversification with Commodity Futures
MA
Mark J.P. Anson
Mark J.P. Anson
GB
Gideon Boako
Gideon Boako
PA
Paul Alagidede
Paul Alagidede
LY
Leyuan You
Leyuan You
RD
Robert T. Daigler
Robert T. Daigler
DN
Duong Nguyen
Duong Nguyen
SB
Salvatore Bruno
Salvatore Bruno
LC
Ludwig Chincarini
Ludwig Chincarini
TM
Tammam Mouakhar
Tammam Mouakhar
MR
Mathieu Roberge
Mathieu Roberge
GG
Georgi Georgiev
Georgi Georgiev
SL
Scott L. Lummer
Scott L. Lummer
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31 December 1998
journal article
Published by
With Intelligence LLC
in
The Journal of Alternative Investments
Vol. 1
(3)
,
16-32
https://doi.org/10.3905/jai.1998.407861
Abstract
No abstract available
Keywords
DIVERSIFICATION
SPOT RETURNS
COMMODITY FUTURES
ROLL YIELD
Cited by 27 articles