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並前往https://risk.edhec.edu/sites/risk/files/Evaluating_a_Trend_Following_Commodity_Index_for_Multi_Period_Asset_Allocation.pdf

Evaluating a Trend-Following Commodity Index for Multi ...

The MLM index was launched in 1989 as a passive benchmark for commodity futures investors and managers. The index is easy to understand and describe: it ...

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