Devraj Basu, Joëlle Miffre: We construct long-short factor-mimicking portfolios that capture the hedging pressure risk premium of commodity futures.
Professor of Finance, SKEMA Business School
Professor of Finance, EDHEC Business School
|Type :||Working paper|
|Date :||le 02/01/2012|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|