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Publications by Subhakara Valluri

Commodity Indices Risk and Return Analysis Against Libor Benchmark

Applied Studies in Agribusiness and Commerce
2018English

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Bootstrap Estimation of Expected Risk and Return of Strategy Equity Indices

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Risk Analysis Applied to Commodity Speculation

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1971English

Factor Structure in Commodity Futures Return and Volatility

Journal of Financial and Quantitative Analysis
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Carry Trades and Commodity Risk Factors

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Understanding Risk and Return

1993English

Broker-Dealer Risk Appetite and Commodity Returns

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Risk Premia and Seasonality in Commodity Futures

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Risk Premia and Seasonality in Commodity Futures

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