Optimal portfolios in commodity futures markets

Fred Espen Benth, Jukka Lempa. Optimal portfolios in commodity futures markets. Finance and Stochastics, 18(2):407-430, 2014. [doi]

Authors

Fred Espen Benth

This author has not been identified. Look up 'Fred Espen Benth' in Google

Jukka Lempa

This author has not been identified. Look up 'Jukka Lempa' in Google