City Research Online - Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?

Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?

Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2014). Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?. Investment and Pensions Europe, 2014(Summer), pp. 14-17.

Publication Type:	Article
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Finance
SWORD Depositor:	Symplectic Administrator

[thumbnail of IPE_EDHEC_Summer_2014_IVOl paper.pdf]

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Creators:	Fuertes, A-M. ORCID: 0000-0001-6468-9845
Status:	Published
Refereed:	Yes
Journal or Publication Title:	Investment and Pensions Europe
Publisher:	IPE International Publishers Ltd ; EDHEC-Risk Institute Research Insights
URI:	https://openaccess.city.ac.uk/id/eprint/17296
Date available in CRO:	30 May 2017 10:25
Date deposited:	30 May 2017
Dates:	Date Event 2014 Published