Commodity Trading Advisors : Risk, Performance Analysis, and Selection

Chapter : Time Diversification: The Case of Managed Futures.

Chapter : How to Design a Commodity Futures Trading Program.

Chapter : The ...

Author(s) :

GREEN Andew

EAGLEEYE Joseph

PAPAGEORGIOU Nicolas

PAPAGEORGIOU Nicolas

Presentation :

Chapter : Time Diversification: The Case of Managed Futures.

Chapter : How to Design a Commodity Futures Trading Program.

Chapter : The Performance of CTAs in Changing Market Conditions.

Chapter : CTA Performance, Survivorship Bias, and Dissolution Frequencies.

Chapter : Benchmarking the Performance of CTAs. John Wiley & Sons

Type : Livre
Date : le 01/01/2004
Extra information :

GREGORIOU Greg N. (Sous la dir.), KARAVAS Vassilios N. (Sous la dir.), LHABITANT François-Serge (Sous la dir.), ROUAH Fabrice (Sous la dir.)

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