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1 Ergebnisse
1
Does sophistication of the weighting scheme enhance the per..:
Rad, Hossein
;
Low, Rand
;
Miffre, Joelle
.
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jempfin.2020.05.006. , 2020
Link:
https://hal-audencia.archives-ouvertes.fr/hal-02868473
RT Journal T1
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
UL https://suche.suub.uni-bremen.de/peid=base-ftccsdartic:oai:HAL:hal-02868473v1&Exemplar=1&LAN=DE A1 Rad, Hossein A1 Low, Rand A1 Miffre, Joelle A1 Faff, Robert PB HAL CCSD; Elsevier YR 2020 K1 optimized weights K1 risk-timing weights K1 long-short portfolios K1 equal weights K1 [QFIN]Quantitative Finance [q-fin] K1 [QFIN.PM]Quantitative Finance [q-fin]/Portfolio Management [q-fin.PM] JF info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jempfin.2020.05.006 LK http://dx.doi.org/https://hal-audencia.archives-ouvertes.fr/hal-02868473 DO https://hal-audencia.archives-ouvertes.fr/hal-02868473 SF ELIB - SuUB Bremen
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