170 Kessels Road
Nathan, Queensland QLD 4111
in Total Papers Downloads
long-run reversal, commodity markets, early commodity prices, long-term historical returns, mean reversion, trading strategies
Infrastructure, portfolio selection, asset pricing, mean variance, conditional-value-at-risk
Equity Risk Premium; Australia
KiwiSaver, retirement outcomes, contribution rates
China, Commodity Futures, Momentum, Carry, Capacity, Investability
Quantile regression; Commodity markets; Financialization; Tail dependence; Contagion
Momentum, Commodity Futures, Anomaly, Limits to Arbitrage, Investor Sentiment
Portfolio Optimization, Diversification Measures, Risk Management
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: ACFI.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Asset pricing, Bond pricing, Default and term beta, Liquidity risk
This is a Wiley-Blackwell Other paper. Wiley-Blackwell Other charges $10.00 .
File name: JACF.pdf
This page was processed by aws-apollo5 in 0.375 seconds