CTA-managed futures strategy benchmarks : performance and review
Thomas Schneeweis; Raj Gupta; Jason Remillard
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003795166