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Survivor bias in commodity trading advisor performance
Schneeweis, Thomas - In: The journal of futures markets 16 (1996) 7, pp. 757-772
Persistent link: https://www.econbiz.de/10001205864
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Informational content in historical CTA performance
McCarthy, David J. - In: The journal of futures markets 17 (1997) 3, pp. 317-339
Persistent link: https://www.econbiz.de/10001221314
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INVESTMENT THROUGH CTAS: AN ALTERNATIVE MANAGED FUTURES INVESTMENT
McCarthy, David; Schneeweis, Thomas; Spurgin, Richard - In: The journal of derivatives : the official publication … 3 (1996) 4, pp. 36-47
Persistent link: https://www.econbiz.de/10007312563
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Survivor Bias in Commodity Trading Advisor Performance
Schneeweis, Thomas; Spurgin, Richard; McCarthy, David - In: The journal of futures markets 16 (1996) 7, pp. 757-772
Persistent link: https://www.econbiz.de/10007324579
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Survivor bias in commodity trading advisor performance
Schneeweis, Thomas; Spurgin, Richard; McCarthy, David - In: Journal of Futures Markets 16 (1996) 7, pp. 757-772
Persistent link: https://www.econbiz.de/10011197079
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Informational content in historical CTA performance
McCarthy, David; Schneeweis, Thomas; Spurgin, Richard - In: Journal of Futures Markets 17 (1997) 3, pp. 317-339
Persistent link: https://www.econbiz.de/10011198137
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Managed futures research : a composite CTA performance review
Schneeweis, Thomas; Spurgin, Richard; Szado, Edward - In: The journal of alternative investments 15 (2012/13) 3, pp. 32-61
Persistent link: https://www.econbiz.de/10009715859
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Momentum in asset returns : are commodity returns a special case?
Schneeweis, Thomas; Kazemi, Hossein; Spurgin, Richard - In: The journal of alternative investments 10 (2007/08) 4, pp. 23-36
Persistent link: https://www.econbiz.de/10003720762
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Alpha-generating strategies
Schneeweis, Thomas; Spurgin, Richard - In: Hedge funds : definitive strategies and techniques, (pp. 10-24). 2003
Persistent link: https://www.econbiz.de/10001817375
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Managed Futures : A Composite CTA Performance Review
Schneeweis, Thomas - 2013
The data and time dependency of empirical financial research is a common concern to both academics and practitioners. Changes in regulatory, trading and investor environments may result in dramatic changes in the underlying viability of any investment vehicle and/or trading process. This is...
Persistent link: https://www.econbiz.de/10013088083