Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|3|274-297

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.3, 2015-03, pp. : 274-297

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Abstract