商品因子投资组合的时机选择

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学术论文

Are There Exploitable Trends in Commodity Future Prices?

作者商品期货价格是否存在可利用的趋势?[点击查看论文]

机构
  • University of North Carolina at Charlotte
  • University of North Carolina (UNC) at Charlotte - Finance
  • School of Economics and Management - School of Economics and Management

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