Skewness and momentum in commodity futures

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URL

Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Authors

Date

2017

Department

Rahoituksen laitos

Major/Subject

Mcode

Degree programme

Finance

Language

en

Pages

66

Series

Description

Thesis advisor

Jokivuolle, Esa

Keywords

commodity futures, momentum, skewness, trend-following

Other note

Citation

Permanent link to this item

https://urn.fi/URN:NBN:fi:aalto-201705304958

Collections

[gradu] Kauppakorkeakoulu / BIZ