Work

Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1716841

Author: Yiqun Mou

Institution: Columbia University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2110048371

Cites: 42

Cited by: 98

Related to: 10