Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Year of publication: |
2009
|
---|---|
Authors: | Kazemi, Hossein ; Li, Ying |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 11, p. 1067-1099
|
Subject: | Rohstoffderivat | Commodity derivative | Futures | Optionsgeschäft | Option trading | Warenbörse | Commodity exchange | Anlageberatung | Financial advisors | Performance-Messung | Performance measurement | USA | United States | 1990-2004 |
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