The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trends in Determining Commodity Futures Returns

This article is the working paper version of an article that was later published in the AIMA Journal, Winter 2006.

Author(s) :

Hilary Till

Research Associate, EDHEC-Risk Institute

Pdf
The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trend...
(-1.00 B)
Type : Working paper
Date : le 09/01/2006
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

See Also

Assets replicating Scientific Beta’s multi-factor indices reach USD 25bn
News
- 22-02-2018
Scientific Beta, the smart beta index provider offshoot of EDHEC-Risk Institute, has...
EDHEC Named France National Champions of the KPMG International Case Competition
News
- 20-02-2018
Impact Consulting, a team of four, EDHEC M1 Business Management students, are national...
Investing in Relationships: Why trust matters in private banking
News
- 19-02-2018
  The presentation, The Private Banking Industry – Current Mapping and Future...
EDHEC Global MBA OPEN DAY
News
- 16-02-2018
Looking to advance your career ?  Join the Global MBA team for an exclusive OPEN...