Brealey, Richard A. (contributor); Kaplanis, E. (contributor) - 2001 - [Elektronische Ressource]
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The Tass database includes both hedge funds and futures pools run by commodity trading advisors
(CTAs). We include … (Sperry Futures Fund) had an annualized
standard deviation of 73 percent, the overall mean level of variability at 17 … that specialize in a
particular region. Futures funds are partitioned into those that claim to invest only in
commodities …