Commodity Futures Investing Strategies Based On 52‑Week Low Momentum And Term Structure
碩士 === 國立高雄科技大學 === 財務管理系 === 107 === This paper examines the combined role of 52-week low momentum,term structure and idiosyncratic volatility signals for the design of triple-singals strategy in commodity futures markets. The period of research is from 2000 to 2017.The strategy buys highest roll...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xm26e4 |