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

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School of Business | Master's thesis
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2008

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Laskentatoimen ja rahoituksen laitos
Department of Accounting and Finance

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en

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rahoitus, arvopaperimarkkinat, johdannaismarkkinat, hinnat, muutos

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https://urn.fi/URN:NBN:fi:aalto-2020111717642

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[gradu] Kauppakorkeakoulu / BIZ