The Impact of Roll Strategies and Commodity Futures Characteristics on Long-Only Strategies

Marjolein Verhulst, Joost M. E. Pennings, Andres A. Trujillo-Barrera and Peter Prins

No 290702, 2019 Annual Meeting, July 21-23, Atlanta, Georgia from Agricultural and Applied Economics Association

Keywords: Agribusiness (search for similar items in EconPapers)
Date: 2019-06-25
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea19:290702

DOI: 10.22004/ag.econ.290702

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