Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Hossein Kazemi; Ying Li
| 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 |
| 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/10003900972