Selected hedge funds employ trend-following strategies in an attempt to achieve superior risk adjusted returns.
Department of Operations Research & Financial Engineering, Princeton University
Associate professor of Finance, EDHEC Business SchoolMember of the EDHEC-Risk and Asset Management Research Centre
|Type :||Working paper|
|Date :||le 16/09/2002|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ email@example.com ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|