Performance for Portfolio of Commodity Linear Derivatives

Italian title: Analisi della Performance di un Portafoglio Composto da Derivati Lineari su Commodities

Author: Alex Molteni

Advisor: Marco Marchioro

Language: Italian

Keywords: performance, commodities, futures, linear derivatives, performance attribution, performance contribution, hedging, returns, convenience yield, forward curve, price sensitivity, master thesis

Pdf file: Molteni-advs-Marchioro.pdf

Molteni-advs-Marchioro

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