The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (Q4991049)
From MaRDI portal
scientific article; zbMATH DE number 7353658
Language | Label | Description | Also known as |
---|---|---|---|
English | The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets |
scientific article; zbMATH DE number 7353658 |
Statements
The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (English)
0 references
2 June 2021
0 references
higher moments
0 references
commodity futures
0 references
portfolio management
0 references