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Dynamic Commodity Timing Strategies · Study

PreprintShelves

PreprintDynamic Commodity Timing Strategies

Evert B. Vrugt2004

OA

Preprintgreen2004

Dynamic Commodity Timing Strategies

Evert B. Vrugt · Rob M. M. J. Bauer · Roderick D. J. Molenaar · T.B.M. Steenkamp

39 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills 1995Predictability of Stock Returns: Robustness and Economic Significance 1991Financial Investment Opportunities and the Macroeconomy 2002The Statistics of Sharpe Ratios 1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?2006Facts and Fantasies about Commodity Futures 2001Hedge Fund and Commodity Fund Investments in Bull and Bear Markets

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2012Strategic and Tactical Roles of Enhanced Commodity Indices

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Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations39

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.581423

openalex_workW2582298661

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