Facts and Fantasies about Commodity Futures Ten Years Later
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Gorton and Rouwenhorst (2006) examined commodity futures returns over the period July 1959 to December 2004 based on an equally-weighted index. They found that fully collateralized commodity futures had historically offered the same return and Sharpe ratio as U.S. equities, but were negatively
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美国国家经济研究局创建时间：
2015-06-01
