Hilary Till: This survey paper will discuss the (potential) structural sources of return for both CTAs and commodity indices based on a review of empirical research articles from both academics and practitioners.
Research Associate, EDHEC-Risk InstitutePrincipal, Premia Research LLC
|Type :||Working paper|
|Date :||le 26/10/2015|
|Extra information :||>For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|