performance of commodities Chapter uri icon

Overview

abstract

  • investment strategies and flexibility to trade derivatives lead to complex nonlinear ; exposures to systematic risk, which existing linear models fail to capture. Until ; these nonlinear features are taken into account, any replication model is unlikely;  ...

publication date

  • March 6, 2013

Full Author List

  • CLARK A

book title

  • Alternative Investments Instruments, Performance, Benchmarks and Strategies

Other Profiles

International Standard Book Number (ISBN) 13

  • 9781118282588

Additional Document Info

start page

  • 381

end page

  • 398