Commodity Risk Factors and Intertemporal Asset Pricing.
FERNADEZ-PEREZ Adrian ; FUERTES Ana-Maria ; MIFFRE Joëlle
GROUPE EDHEC;EDHEC-RISK INSTITUTE
2014
22
PUBLICATION EDHEC
CAPITAL ASSETS PRICING MODEL ; FUTURES MARKET ; COMMODITY MARKET
Url : http://professoral.edhec.com/recherche/publications-edhec/20...
Language : English
Series : Working paper
Material : Electronic