Dennis Jung

Technical University of Darmstadt

SCHOLARLY PAPERS

1

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148

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0

Scholarly Papers (1)

1.

Do Sectors Matter for Commodity Pricing?

Number of pages: 80 Posted: 10 Apr 2025 Last Revised: 17 May 2025
Daniele Bianchi and Dennis Jung
Queen Mary University of London and Technical University of Darmstadt
Downloads 148 (427,231)

Abstract:

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Asset Pricing, Commodity Markets, Factor Investing, Commodity Sectors, Factor Models, Characteristic-Managed Portfolios.