Momentum and mean reversion in the commodities futures market - Comparison of rebalancing and buy-and-hold methods



Title:	Momentum and mean reversion in the commodities futures market - Comparison of rebalancing and buy-and-hold methods
Author(s):	Aalto, Tiina
Date:	2008
Language:	en
Department:	Laskentatoimen ja rahoituksen laitos Department of Accounting and Finance
Keywords:	rahoitus, arvopaperimarkkinat, johdannaismarkkinat, hinnat, muutos
Location:	Archive
	OEVS yes
Digitized thesis:	ask
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Permanent link to this item: http://urn.fi/URN:NBN:fi:aalto-2020111717642 Email this Export to RefWorks QR Code Print BibTex Tweet