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...

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Bibliografiske detaljer
Format: Bog
Sprog:Undetermined
Udgivet: Hoboken, NJ Wiley 2004
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