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

M.E. Verhulst, J.M.E. Pennings, A.A. Trujillo Barrera, Peter Prins

Research output: Contribution to conference › Conference paper › Academic

Original language	English
Publication status	Published - 2020
Event	AAEA (Agricultural & Applied Economics Association) Annual Meeting in Atlanta - Atlanta, United States Duration: 21 Jul 2019 → 23 Jul 2019

Conference/symposium	AAEA (Agricultural & Applied Economics Association) Annual Meeting in Atlanta
Abbreviated title	AAEA
Country/Territory	United States
City	Atlanta
Period	21/07/19 → 23/07/19

Cite this

@conference{c9d67cd381a04b5197bc8e0320490b32,

title = "The Impact of Roll Strategies and Commodity Futures Characteristics on Long-Only Strategies",

author = "M.E. Verhulst and J.M.E. Pennings and {Trujillo Barrera}, A.A. and Peter Prins",

year = "2020",

language = "English",

note = "AAEA (Agricultural & Applied Economics Association) Annual Meeting in Atlanta, AAEA ; Conference date: 21-07-2019 Through 23-07-2019",

}