Commodity Futures Skewness-Based Long-Short Monthly Strategy
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Commodities as Lotteries: Skewness and the Returns of Commodity Futures
Adrián Fernández-Pérez; Bart Frijns; Ana-Marı́a Fuertes; Joëlle Miffre
Auckland University of Technology
Open University of the Netherlands- Open University of the Netherlands - School of Management
City, University of London- Bayes Business School, City, University of London
Audencia Business School
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