Commodity trading advisors : Risk, performance analysis, and selection

Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of d...

תיאור מלא

שמור ב:
מידע ביבליוגרפי
פורמט: ספר
שפה:Undetermined
יצא לאור: Hoboken, NJ Wiley 2004
נושאים:
תגים: הוספת תג
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