Fred Espen Benth, Jukka Lempa. Optimal portfolios in commodity futures markets. Finance and Stochastics, 18(2):407-430, 2014. [doi]
@article{BenthL14,
title = {Optimal portfolios in commodity futures markets},
author = {Fred Espen Benth and Jukka Lempa},
year = {2014},
doi = {10.1007/s00780-013-0224-5},
url = {http://dx.doi.org/10.1007/s00780-013-0224-5},
researchr = {https://researchr.org/publication/BenthL14},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {18},
number = {2},
pages = {407-430},
}