• Profitability of momentum strategies in commodity futures markets 

      Aalto, Antti (2003)
      Pro gradu - tutkielma 
      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 ...
      Kokoteksti luettavissa vain Tritonian asiakaskoneilla.