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A Long-Term Perspective on Commodity Futures Returns

A Review of the Historical Literature (I)

Authors :
Hilary Till

Research Associate, EDHEC Risk and Asset Management Research Centre,
Principal, Premia Capital Management, LLC
Type :
Working Paper
Dates :
Created on October 2, 2006
Further information :
For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ joanne.finlay@edhec.edu ]

The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.

Finance


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