Long-term mean reversion returns in commodity futures markets
Desire for alternative long-term investment vehicles has increased considerably, and are well known to the public by such terms as "value investments" and "contrarian investments." These trading strategies buy under-priced assets and sell over-priced assets, with the expectation...
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| Language: | en_US |
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2007
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| Online Access: | http://hdl.handle.net/1993/1946 |