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Article

Properties of Long/Short Commodity Indices in Stock and Bond Portfolios

Tom Erik Sønsteng Henriksen
The Journal of Alternative Investments Spring 2018, 20 (4) 51-68; DOI: https://doi.org/10.3905/jai.2018.1.060
Tom Erik Sønsteng Henriksen
is a PhD Fellow at NMBU School of Economics and Business in Aas, Norway
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Article Information

vol. 20 no. 4 51-68
DOI 
https://doi.org/10.3905/jai.2018.1.060

Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online March 27, 2018.

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  • Latest version (February 19, 2018 - 01:01).
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© 2018 Pageant Media Ltd

Author Information

  1. Tom Erik Sønsteng Henriksen
    1. is a PhD Fellow at NMBU School of Economics and Business in Aas, Norway. (tomhen{at}nmbu.no)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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The Journal of Alternative Investments: 20 (4)
The Journal of Alternative Investments
Vol. 20, Issue 4
Spring 2018
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Properties of Long/Short Commodity Indices in Stock and Bond Portfolios
Tom Erik Sønsteng Henriksen
The Journal of Alternative Investments Mar 2018, 20 (4) 51-68; DOI: 10.3905/jai.2018.1.060

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Properties of Long/Short Commodity Indices in Stock and Bond Portfolios
Tom Erik Sønsteng Henriksen
The Journal of Alternative Investments Mar 2018, 20 (4) 51-68; DOI: 10.3905/jai.2018.1.060
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    • Abstract
    • DATA
    • SOME BASIC STATISTICS
    • EMPIRICAL RESULTS
    • DISCUSSION AND CONCLUSION
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