Difference between revisions of "Roll yield"

(New page: {{helpAddContent}} Roll yield refers to <ref>{{cite web|url=|name=|org=|date=}}</ref> {{Infobox Midpage Need Sponsor Right}} == References == <references />)
 
Line 1: Line 1:
 
{{helpAddContent}}  
 
{{helpAddContent}}  
  
Roll yield refers to   <ref>{{cite web|url=|name=|org=|date=}}</ref>
+
The term "roll yield" refers to the return from rolling [[futures]] positions forward.<ref>{{cite web|url=http://74.125.45.104/search?q=cache:PlFGYlO-xqIJ:www.banque-france.fr/gb/publications/telechar/rsf/2006/etud0_1206.pdf+roll+yield+and+glossary&hl=en&ct=clnk&cd=3&gl=us|name=Commodities - An Asset Class In Their Own Right?|org=Banque de France|date=August 7, 2008}}</ref>
 
+
 
+
  
  

Revision as of 15:37, 7 August 2008


The term "roll yield" refers to the return from rolling futures positions forward.[1]


Template:Infobox Midpage Need Sponsor Right

References

  1. Commodities - An Asset Class In Their Own Right?. Banque de France.
Last modified on 7 August 2008, at 15:37