GBR

2009, Volume 12, Issue 4

Issue No. Title Author
Authors: Davide Accomazzo, MBA, and Michael "Mack" Frankfurter
2008
Iss.No: 1

Is Managed Futures an Asset Class?
This study searches for the beta of commodity futures.

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Davide Accomazzo, MBA, and Michael "Mack" Frankfurter

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The opinions expressed are solely those of the authors and do not necessarily reflect the views of the Graziadio School of Business and Management nor Pepperdine University.