Multiple time scale attribution for commodity trading advisor (CTA) funds
Brian T. Hayes
| Year of publication: |
2011
|
|---|---|
| Authors: | Hayes, Brian T. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 9.2011, 2, p. 35-72
|
| Subject: | managed futures | Investmentfonds | Investment Fund | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Derivat | Derivative | 1990-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009305614