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Should Commodity Investors Follow Commodities' Prices? - MaRDI portal

Should Commodity Investors Follow Commodities' Prices? (Q4968921)

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scientific article; zbMATH DE number 7078086
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English
Should Commodity Investors Follow Commodities' Prices?
scientific article; zbMATH DE number 7078086

    Statements

    title
    Should Commodity Investors Follow Commodities' Prices? (English)
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    author
    Paolo Guasoni
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    Antonella Tolomeo
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    Gu Wang
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    publication date
    10 July 2019
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    zbMATH Keywords
    portfolio choice
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    commodities
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    filtering
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    intertemporal hedging
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    long run
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    Identifiers

    DOI
    10.1137/18M1198284
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    zbMATH DE Number
    7078086
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    OpenAlex ID
    W2900463546
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