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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| Format: | Livre |
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| Langue: | Undetermined |
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Hoboken, NJ
Wiley
2004
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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