Factor Model Index for Commodity Investment

Daniel Broby, Andrew McKenzie and Olivier Bautheac
The Journal of Beta Investment Strategies Winter 2021, 12 (3) 33-52; DOI: https://doi.org/10.3905/jii.2021.1.110

Article Information

vol. 12 no. 3 33-52
DOI 
https://doi.org/10.3905/jii.2021.1.110
Published By 
Pageant Media Ltd
Print ISSN 
2771-6511
Online ISSN 
2771-6511
History 
  • Published online December 1, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Daniel Broby
    1. is a senior knowledge exchange fellow at Strathclyde Business School in Glasgow, UK. (daniel.broby{at}strath.ac.uk)
  2. Andrew McKenzie
    1. is a professor at the University of Arkansas in Fayetteville, AR. (mckenzie{at}uark.edu)
  3. Olivier Bautheac
    1. is a research assistant at Strathclyde Business School in Glasgow, UK. (olivier.bautheac{at}strath.ac.uk)
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Factor Model Index for Commodity Investment
Daniel Broby, Andrew McKenzie, Olivier Bautheac
The Journal of Beta Investment Strategies Nov 2021, 12 (3) 33-52; DOI: 10.3905/jii.2021.1.110
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