Works matching DE "COMMODITY trading advisors"
Results: 35
Will Blockchain Be a Big Deal? Reasons for Caution.
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- Journal of Applied Corporate Finance, 2022, v. 34, n. 3, p. 51, doi. 10.1111/jacf.12515
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- Article
Employees of CTAs: Are They CTAs? Should the Act Be Amended to Make Them APs?
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- Journal of Futures Markets, 1981, v. 1, n. 1, p. 531
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Safety-Adjusted Performance Evaluation.
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- Journal of Futures Markets, 1981, v. 1, n. 1, p. 17, doi. 10.1002/fut.3990010104
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The Effects of Incentive Compensation Contracts on the Risk and Return Performance of Commodity Trading Advisors.
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- Management Science, 1993, v. 39, n. 11, p. 1396, doi. 10.1287/mnsc.39.11.1396
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Effect of Speculators' Position Changes on the LME Futures Market.
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- International Journal of Financial Studies, 2019, v. 7, n. 2, p. 32, doi. 10.3390/ijfs7020032
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Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors.
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- International Review of Finance, 2017, v. 17, n. 3, p. 427, doi. 10.1111/irfi.12114
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Impact of exchange rate volatility on commodity trade between U.S. and China: is there a third country effect.
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- Journal of Economics & Finance, 2012, v. 36, n. 3, p. 555, doi. 10.1007/s12197-010-9126-y
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Isolating Trend-Following Alpha Effects of CTA Funds.
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- Proceedings of the Northeast Business & Economics Association, 2012, p. 204
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Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models.
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- Annals of Operations Research, 2006, v. 145, n. 1, p. 183, doi. 10.1007/s10479-006-0030-y
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Stochastic dominance analysis of CTA funds.
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- Review of Quantitative Finance & Accounting, 2013, v. 40, n. 1, p. 155, doi. 10.1007/s11156-012-0284-1
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US Dollar Carry Trades in the Era of "Cheap Money".
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- Finance a Uver: Czech Journal of Economics & Finance, 2016, v. 66, n. 5, p. 374
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The impact of covariance misspecification in risk-based portfolios.
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- Annals of Operations Research, 2017, v. 254, n. 1/2, p. 1, doi. 10.1007/s10479-017-2474-7
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Beyond Trends: The Reconcilability of Short-Term CTA Strategies with Risk Shocks.
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- Journal of Alternative Investments, 2016, v. 18, n. 3, p. 74, doi. 10.3905/jai.2016.18.3.074
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Is This Time Different? Trend-Following and Financial Crises.
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- Journal of Alternative Investments, 2014, v. 17, n. 2, p. 82, doi. 10.3905/jai.2014.17.2.082
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Trading Style Analysis: A Quantitative Assessment of the Currency Industry.
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- Journal of Alternative Investments, 2005, v. 8, n. 1, p. 14, doi. 10.3905/jai.2005.523080
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The Answer to Your Dreams? Investment Implications of Positive Asymmetry in CTA Returns.
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- Journal of Alternative Investments, 2005, v. 7, n. 4, p. 22, doi. 10.3905/jai.2005.491498
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Random Walk Behavior of CTA Returns.
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- Journal of Alternative Investments, 2003, v. 6, n. 1, p. 51, doi. 10.3905/jai.2003.319082
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Trends' Signal Strength and the Performance of CTAs.
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- Financial Analysts Journal, 2019, v. 75, n. 1, p. 64, doi. 10.1080/0015198X.2018.1547052
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Which Trend Is Your Friend?
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- Financial Analysts Journal, 2016, v. 72, n. 3, p. 51, doi. 10.2469/faj.v72.n3.3
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Crystallization: A Hidden Dimension of CTA Fees.
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- Financial Analysts Journal, 2015, v. 71, n. 4, p. 51, doi. 10.2469/faj.v71.n4.3
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Special chapter on current topics of CTAS2011[InlineMediaObject not available: see fulltext.].
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- Journal of Thermal Analysis & Calorimetry, 2012, v. 108, n. 3, p. 825, doi. 10.1007/s10973-012-2434-z
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Images.
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- Journal of Thermal Analysis & Calorimetry, 2012, v. 108, n. 3, p. 959, doi. 10.1007/s10973-012-2435-y
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Performance and persistence of Commodity Trading Advisors: Further evidence.
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- Journal of Futures Markets, 2010, v. 30, n. 8, p. 725, doi. 10.1002/fut.20441
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Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs.
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- Journal of Futures Markets, 2009, v. 29, n. 11, p. 1067, doi. 10.1002/fut.20392
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Survival of commodity trading advisors: 1990–2003.
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- Journal of Futures Markets, 2005, v. 25, n. 8, p. 795, doi. 10.1002/fut.20167
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COMMODITY TRADING ADVISORS' LEVERAGE AND REPORTED MARGIN-TO-EQUITY RATIOS.
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- Journal of Futures Markets, 2003, v. 23, n. 10, p. 1003, doi. 10.1002/fut.10095
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Informational content in historical CTA performance.
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- Journal of Futures Markets, 1997, v. 17, n. 3, p. 317, doi. 10.1002/(SICI)1096-9934(199705)17:3<317::AID-FUT4>3.0.CO;2-L
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SURVIVOR BIAS IN COMMODITY TRADING ADVISOR PERFORMANCE.
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- Journal of Futures Markets, 1996, v. 16, n. 7, p. 757, doi. 10.1002/(SICI)1096-9934(199610)16:7<757::AID-FUT2>3.0.CO;2-N
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Factors affecting the birth and fund flows of CTAs.
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- Australian Journal of Management (Sage Publications Ltd.), 2016, v. 41, n. 2, p. 324, doi. 10.1177/0312896214539816
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REGIONAL DIFFERENTIATION OF COMMODITY TRADE OF UKRAINE WITH POLAND.
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- Geographia Polonica, 2020, v. 93, n. 3, p. 421, doi. 10.7163/GPol.0181
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Fish and Fishery Products Trade by India: Trends, Competitiveness, and Comparative Advantage.
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- Asian Journal of Agriculture & Development, 2022, v. 19, n. 2, p. 51, doi. 10.37801/ajad2022.19.2.5
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Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors.
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- Review of Financial Studies, 2014, v. 27, n. 11, p. 3099, doi. 10.1093/rfs/hhu040
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Survivorship Bias and Investment Style in the Returns of CTAs.
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- Journal of Portfolio Management, 1997, v. 24, n. 1, p. 30, doi. 10.3905/jpm.1997.409630
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Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry.
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- Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 5, p. 1869, doi. 10.1111/0022-1082.00392
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- Article
Does CTA Size Erode Performance?
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- Journal of Wealth Management, 2006, v. 8, n. 4, p. 71, doi. 10.3905/jwm.2006.614439
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- Article