Georgios Rallis

City University of London - Sir John Cass Business School

106 Bunhill Row

e-mail: g.rallis@city.ac.uk

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 2,241

SSRN RANKINGS

Top 2,241

in Total Papers Downloads

12,025

CITATIONS
Rank 10,149

SSRN RANKINGS

Top 10,149

in Total Papers Citations

42

Scholarly Papers (3)

1.

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

Journal of Banking and Finance 34, 2530-2548
Number of pages: 48 Posted: 30 Apr 2008 Last Revised: 19 Dec 2013
Ana-Maria Fuertes, Joëlle Miffre and Georgios Rallis
Cass Business School, City University of London, EDHEC Business School and City University of London - Sir John Cass Business School
Downloads 5,355 (677)
Citation 10

Abstract:

Commodity Futures, Momentum, Term Structure, Backwardation, Contango, Double-sort strategy

2.
Downloads 5,220 ( 967)
Citation 29

Momentum Strategies in Commodity Futures Markets

Journal of Banking and Finance, Vol. 31, No. 9, 2007
Number of pages: 34 Posted: 20 Apr 2005 Last Revised: 10 Nov 2015
Joëlle Miffre and Georgios Rallis
EDHEC Business School and City University of London - Sir John Cass Business School
Downloads 5,220 (952)
Citation 29

Abstract:

Commodity futures, Momentum, Backwardation, Contango, Diversification

Momentum Strategies in Commodity Futures Markets

Journal of Banking and Finance, Vol. 31, No. 6, 2007
Posted: 27 May 2008
Joëlle Miffre and Georgios Rallis
EDHEC Business School and City University of London - Sir John Cass Business School

Abstract:

Commodity futures, Momentum, Backwardation, Contango, Diversification

3.

Strategic and Tactical Roles of Enhanced-Commodity Indices

Journal of Futures Markets 33(10), 965-992
Number of pages: 38 Posted: 27 Jul 2010 Last Revised: 19 Dec 2013
Georgios Rallis, Joëlle Miffre and Ana-Maria Fuertes
City University of London - Sir John Cass Business School, EDHEC Business School and Cass Business School, City University of London
Downloads 389 (54,240)
Citation 3

Abstract:

Long-only commodity indices, Time-to-maturity, Momentum, Term structure