tactical and strategic value of commodity futures
By: Claude B. Erb, Campbell R. Harvey.
Contributors: Harvey, Campbell R.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11222.; Working paper series (National Bureau of Economic Research) -- working paper no. 11222.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 45
Subjects: Commodity futures; Portfolio management
Notes: "March 2005."

Includes bibliographical references (p. 42-43).

Also available in PDF from the NBER world wide web site (www.nber.org).