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Publications by Ana-Maria Fuertes
Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
Journal of Banking and Finance
Economics
Econometrics
Finance
A Behavioral Analysis of Investor Diversification
European Journal of Finance
Economics
Econometrics
Finance
Related publications
Dynamic Welfare Analysis and Commodity Futures Markets Overshooting
Three Essays on Commodity Futures and Options Markets
Determinants of Hedging and Risk Premia in Commodity Futures Markets
Journal of Financial and Quantitative Analysis
Accounting
Economics
Econometrics
Finance
Factor Structure in Commodity Futures Return and Volatility
Journal of Financial and Quantitative Analysis
Accounting
Economics
Econometrics
Finance
Assessment of Conditional Dependence Structure in Commodity Futures Markets Using Copula-Garch Models and Fuzzy Clustering Methods
The Effects of Margin Changes on the Commodity Futures Markets
SSRN Electronic Journal
A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence From Chinese Commodity Futures Markets
Journal of Applied Mathematics
Applied Mathematics
Essays Concerning the Impact of Measurement Costs Upon Commodity Futures Markets.
Risk Premia and Seasonality in Commodity Futures
SSRN Electronic Journal
