Trendfollowing Combined with Momentum in Commodity Futures
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Trend Following, Risk Parity and Momentum in Commodity Futures
Steve H. Thomas; Andrew Clare; James Seaton; Peter N. Smith
City, University of London- City University London - Sir John Cass Business School
Australian National University- University of York
- Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
- University of York - Department of Economics and Related Studies
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