Facts and Fantasies about Commodity Futures
收藏NBER2004-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10595
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资源简介：
We construct an equally-weighted index of commodity futures monthly returns over the period between July of 1959 and March of 2004 in order to study simple properties of commodity futures as an asset class. Fully-collateralized commodity futures have historically offered the same return and Sharpe
提供机构：
美国国家经济研究局
创建时间：
2004-06-01
