Portfolio Diversification with Commodity Futures: Properties of Levered Futures
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References listed on IDEAS
- Claude B. Erb & Campbell R. Harvey, 2005. "The Tactical and Strategic Value of Commodity Futures," NBER Working Papers 11222, National Bureau of Economic Research, Inc.
- T. Randall Fortenbery & Robert J. Hauser, 1990. "Investment Potential of Agricultural Futures Contracts," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(3), pages 721-726.
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