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机译:波动率管理的商品期货投资组合
Korea Adv Inst Sci & Technol KAIST Coll Business Seoul South Korea;
Univ Strathclyde Strathclyde Business Sch Dept Accounting & Finance 199 Cathedral St Glasgow G4 0QU Lanark Scotland;
commodity futures; momentum; portfolio choice; volatility management; volatility#8208; managed portfolios;