Permutation-weighted portfolios and the efficiency of commodity futures markets (Q2701102)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Permutation-weighted portfolios and the efficiency of commodity futures markets |
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Permutation-weighted portfolios and the efficiency of commodity futures markets (English)
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27 April 2023
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stochastic portfolio theory
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functionally generated portfolios
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market efficiency
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swap portfolios
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reverse-weighted portfolios
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permutation-weighted portfolios
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first-order model
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commodity futures
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