EDHEC RISK AND ASSET MANAGEMENT RESEARCH CENTRE 393-400 promenade des Anglais 06202 Nice Cedex 3 Tel.: +33 (0)4 93 18 32 53 E-mail: [email protected] Web: www.edhec-risk.com Momentum Strategies in Commodity Futures Markets xoxooxooxxxxoxoxooxoxox Jëe Miffre Associate Professor of Finance, EDHEC Business School Gergis Rais Cass Business School, Ph.D. Student
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