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
Daniel Broby
is a senior knowledge exchange fellow at Strathclyde Business School in Glasgow, UK
Andrew McKenzie
is a professor at the University of Arkansas in Fayetteville, AR
Olivier Bautheac
is a research assistant at Strathclyde Business School in Glasgow, UK
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In this issue
The Journal of Beta Investment Strategies
Vol. 12, Issue 3
Winter 2021
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