An analysis of the risk-return characteristics of serially correlated managed futures
Gert Elaut, Péter Erdős and John Sjödin
| Year of publication: |
October 2016
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|---|---|
| Authors: | Elaut, Gert ; Erdős, Péter ; Sjödin, John |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 10, p. 992-1013
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| Subject: | Futures | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21773 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568847