Projects funded by the NCN
Properties of risk premia in the commodity market
2018/31/N/HS4/01753
Keywords:
return predictability commodity markets asset pricing factor models market anomalies
Descriptors:
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Poznaniu, Wydział Zarządzania
woj. wielkopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 16 - announced on 2018-09-14
Amount awarded: 127 285 PLN
Project start date (Y-m-d): 2019-07-12
Project end date (Y-m-d): 2022-07-11
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled
Project description
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