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Constrained dynamic futures portfolios with stochastic basis.

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Bibliographic Details
Title: Constrained dynamic futures portfolios with stochastic basis.
Authors: Chen, Xiaodong1 (AUTHOR), Leung, Tim2 (AUTHOR) timleung@uw.edu, Zhou, Yang2 (AUTHOR)
Source: Annals of Finance. Mar2022, Vol. 18 Issue 1, p1-33. 33p.
Database: Business Source Ultimate
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An: 155909149
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  Data: Constrained dynamic futures portfolios with stochastic basis.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Xiaodong%22">Chen, Xiaodong</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Leung%2C+Tim%22">Leung, Tim</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> timleung@uw.edu</i><br /><searchLink fieldCode="AR" term="%22Zhou%2C+Yang%22">Zhou, Yang</searchLink><relatesTo>2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Annals+of+Finance%22">Annals of Finance</searchLink>. Mar2022, Vol. 18 Issue 1, p1-33. 33p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=155909149
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1007/s10436-021-00398-0
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      – Code: eng
        Text: English
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        PageCount: 33
        StartPage: 1
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      – TitleFull: Constrained dynamic futures portfolios with stochastic basis.
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          Name:
            NameFull: Chen, Xiaodong
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            NameFull: Leung, Tim
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            NameFull: Zhou, Yang
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            – D: 01
              M: 03
              Text: Mar2022
              Type: published
              Y: 2022
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            – TitleFull: Annals of Finance
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