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Profitability of momentum strategies in commodity futures markets
(2003)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
This study analyzes the profitability of medium-term momentum strategies and provides evidence of the profitability of simple momentum strategies in commodity futures markets using the Goldman Sachs Commodity Index. The ...