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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Bibliographic Details
Format: Book
Language:Undetermined
Published: Hoboken, NJ Wiley 2004
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ