CTA-managed futures strategy benchmarks : performance and review
Year of publication: |
2008
|
---|---|
Authors: | Schneeweis, Thomas ; Gupta, Bhaswar ; Remillard, Jason |
Published in: |
The handbook of commodity investing. - Hoboken, NJ : Wiley. - 2008, p. 266-310
|
Subject: | CTA = commodity trading advisor | Rohstoffderivat | Commodity derivative | Index-Futures | Index futures | Benchmarking | 2001-2006 |
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