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Same same but different : stylized facts of CTA sub strategies
Erdős, Péter
;
Li, Youwei
;
Liu, Ruipeng
;
Mende, Alexander
- In:
International review of financial analysis
74
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803930
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The crisis alpha of managed futures : myth or reality?
Asif, Raheel
;
Frömmel, Michael
;
Mende, Alexander
- In:
International review of financial analysis
80
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013366290
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