Sat, 29 Nov 2008 08:01:02 -0600

April 8, 2008 - Classic Paper: Returns from Commodity Futures

by Futures (futures) @ Sat, 29 Nov 2008 08:01:02 -0600
Over the long run, a diversified and periodically rebalanced portfolio of futures may offer: (1) reasonably reliable equity-like returns, and (2) valuable diversification of stocks and bonds. Return momentum and roll return ...
Original post: April 8, 2008 - Classic Paper: Returns from Commodity Futures by at Google Blog Search: futures