The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (Q4991049)

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scientific article; zbMATH DE number 7353658
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The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets
scientific article; zbMATH DE number 7353658

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    The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets (English)
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    2 June 2021
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    higher moments
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    commodity futures
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    portfolio management
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