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Rallis, Georgios's
Scholarly Papers
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Aggregate Statistics |
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Total
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8,115 |
Total
Citations
41 |
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1.
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Momentum Strategies in Commodity Futures Markets
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Miffre, Joelle
EDHEC Business School Rallis, Georgios
City University of London - Sir John Cass Business School
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Posted:
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20 Apr 05
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Last Revised:
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27 May 08
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Miffre, Joelle
EDHEC Business School Rallis, Georgios
City University of London - Sir John Cass Business School
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Commodity futures, Momentum, Backwardation, Contango, Diversification
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Miffre, Joelle
EDHEC Business School Rallis, Georgios
City University of London - Sir John Cass Business School
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3,954
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28
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Commodity futures, Momentum, Backwardation, Contango, Diversification
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2.
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Fuertes, Ana-Maria
Cass Business School, City University London Miffre, Joelle
EDHEC Business School Rallis, Georgios
City University of London - Sir John Cass Business School
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30 Apr 08
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Last Revised:
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26 Jul 10
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3,842
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Commodity Futures, Momentum, Term Structure, Backwardation, Contango, Double-sort strategy
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3.
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Rallis, Georgios
City University of London - Sir John Cass Business School Miffre, Joelle
EDHEC Business School Fuertes, Ana-Maria
Cass Business School, City University London
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27 Jul 10
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Last Revised:
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01 May 12
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319
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Long-only commodity indices, Time-to-maturity, Momentum, Term structure
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Records 1 -
3
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