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Rallis, G., Miffre, J. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2013).
Strategic and Tactical Roles of Enhanced Commodity Indices.
Journal of Futures Markets, 33(10),
doi: 10.1002/fut.21571
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Miffre, J. & Rallis, G. (2010).
Tactical allocation in commodity futures markets: Combining momentum and term structure signals.
Journal of Banking & Finance, 34(10),
pp. 2530-2548.
doi: 10.1016/j.jbankfin.2010.04.009