Media type: E-Book Title: Risk and return of passive and active commodity futures strategies Other titles: Risiko und Rendite passiver und aktiver Rohstoff-Futures-Strategien Contributor: Mehlitz, Julia Sophia [Verfasser]; Auer, Benjamin R. [Gutachter]; Schuhmacher, Frank [Gutachter] imprint: Cottbus: BTU Cottbus - Senftenberg, 2021 Extent: Online-Ressource Language: English Identifier: Keywords: Commodity futures ; Risk ; Warenterminhandel ; Warenterminmarkt ; Rohstoffhandel ; Finanzinvestment ; Prognose ; Empirical backtest ; Expected shortfall ; Momentum ; Variance ratios ; Empirisches Backtestverfahren ; Expected Shortfall ; Momentum-Strategie ; Rohstoff-Futures ; Varianzquotienten Origination: University thesis: Dissertation, Cottbus, BTU Cottbus - Senftenberg, 2021 Footnote: Access State: Open Access