Works matching DE "COMMODITY trading advisors"

Results: 36

Does CTA Size Erode Performance?

Published in:

Journal of Wealth Management, 2006, v. 8, n. 4, p. 71, doi. 10.3905/jwm.2006.614439

By:

Gregoriou, Greg N.

Publication type:

Article

Stochastic dominance analysis of CTA funds.

Published in:

Review of Quantitative Finance & Accounting, 2013, v. 40, n. 1, p. 155, doi. 10.1007/s11156-012-0284-1

By:

Lean, Hooi;
Phoon, Kok;
Wong, Wing-Keung

Publication type:

Article

The Effects of Incentive Compensation Contracts on the Risk and Return Performance of Commodity Trading Advisors.

Published in:

Management Science, 1993, v. 39, n. 11, p. 1396, doi. 10.1287/mnsc.39.11.1396

By:

Golec, Joseph H.

Publication type:

Article

Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 5, p. 1869, doi. 10.1111/0022-1082.00392

By:

Brown, Stephen J.;
Goetzmann, William N.;
Park, James

Publication type:

Article

Trends' Signal Strength and the Performance of CTAs.

Published in:

Financial Analysts Journal, 2019, v. 75, n. 1, p. 64, doi. 10.1080/0015198X.2018.1547052

By:

Elaut, Gert;
Erdős, Péter

Publication type:

Article

Which Trend Is Your Friend?

Published in:

Financial Analysts Journal, 2016, v. 72, n. 3, p. 51, doi. 10.2469/faj.v72.n3.3

By:

Levine, Ari;
Heje Pedersen, Lasse

Publication type:

Article

Crystallization: A Hidden Dimension of CTA Fees.

Published in:

Financial Analysts Journal, 2015, v. 71, n. 4, p. 51, doi. 10.2469/faj.v71.n4.3

By:

Elaut, Gert;
Frömmel, Michael;
Sjödin, John

Publication type:

Article

The impact of covariance misspecification in risk-based portfolios.

Published in:

Annals of Operations Research, 2017, v. 254, n. 1/2, p. 1, doi. 10.1007/s10479-017-2474-7

By:

Ardia, David;
Bolliger, Guido;
Boudt, Kris;
Gagnon-Fleury, Jean-Philippe

Publication type:

Article

Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models.

Published in:

Annals of Operations Research, 2006, v. 145, n. 1, p. 183, doi. 10.1007/s10479-006-0030-y

By:

Gregoriou, Greg;
Chen, Yao

Publication type:

Article

Beyond Trends: The Reconcilability of Short-Term CTA Strategies with Risk Shocks.

Published in:

Journal of Alternative Investments, 2016, v. 18, n. 3, p. 74, doi. 10.3905/jai.2016.18.3.074

By:

LUNDSTRÖM, CHRISTIAN;
PELTOMÄKI, JARKKO

Publication type:

Article

Is This Time Different? Trend-Following and Financial Crises.

Published in:

Journal of Alternative Investments, 2014, v. 17, n. 2, p. 82, doi. 10.3905/jai.2014.17.2.082

By:

HUTCHINSON, MARK C.;
O'BRIEN, JOHN

Publication type:

Article

Trading Style Analysis: A Quantitative Assessment of the Currency Industry.

Published in:

Journal of Alternative Investments, 2005, v. 8, n. 1, p. 14, doi. 10.3905/jai.2005.523080

By:

Middleton, Amy

Publication type:

Article

The Answer to Your Dreams? Investment Implications of Positive Asymmetry in CTA Returns.

Published in:

Journal of Alternative Investments, 2005, v. 7, n. 4, p. 22, doi. 10.3905/jai.2005.491498

By:

Lamm Jr., R. McFall

Publication type:

Article

Random Walk Behavior of CTA Returns.

Published in:

Journal of Alternative Investments, 2003, v. 6, n. 1, p. 51, doi. 10.3905/jai.2003.319082

By:

Gregoriou, Greg N.;
Rouah, Fabrice

Publication type:

Article

Impact of exchange rate volatility on commodity trade between U.S. and China: is there a third country effect.

Published in:

Journal of Economics & Finance, 2012, v. 36, n. 3, p. 555, doi. 10.1007/s12197-010-9126-y

By:

Bahmani-Oskooee, Mohsen;
Xu, Jia

Publication type:

Article

Special chapter on current topics of CTAS2011[InlineMediaObject not available: see fulltext.].

Published in:

Journal of Thermal Analysis & Calorimetry, 2012, v. 108, n. 3, p. 825, doi. 10.1007/s10973-012-2434-z

By:

Mojumdar, Subhash

Publication type:

Article

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Published in:: Journal of Thermal Analysis & Calorimetry, 2012, v. 108, n. 3, p. 959, doi. 10.1007/s10973-012-2435-y
Publication type:: Article

Performance and persistence of Commodity Trading Advisors: Further evidence.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 8, p. 725, doi. 10.1002/fut.20441

By:

Gregoriou, Greg N.;
Hübner, Georges;
Kooli, Maher

Publication type:

Article

Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 11, p. 1067, doi. 10.1002/fut.20392

By:

Kazemi, Hossein;
Ying Li

Publication type:

Article

Effect of Speculators' Position Changes on the LME Futures Market.

Published in:

International Journal of Financial Studies, 2019, v. 7, n. 2, p. 32, doi. 10.3390/ijfs7020032

By:

Park, Jaehwan

Publication type:

Article

Factors affecting the birth and fund flows of CTAs.

Published in:

Australian Journal of Management (Sage Publications Ltd.), 2016, v. 41, n. 2, p. 324, doi. 10.1177/0312896214539816

By:

Do, Viet;
Faff, Robert;
Lajbcygier, Paul;
Veeraraghavan, Madhu;
Tupitsyn, Mikhail

Publication type:

Article

Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors.

Published in:

International Review of Finance, 2017, v. 17, n. 3, p. 427, doi. 10.1111/irfi.12114

By:

Elaut, Gert;
Frömmel, Michael;
Mende, Alexander

Publication type:

Article

REGIONAL DIFFERENTIATION OF COMMODITY TRADE OF UKRAINE WITH POLAND.

Published in:

Geographia Polonica, 2020, v. 93, n. 3, p. 421, doi. 10.7163/GPol.0181

By:

Lazhnik, Volodymyr;
Puhach, Serhii;
Maister, Andrii

Publication type:

Article

Survival of commodity trading advisors: 1990–2003.

Published in:

Journal of Futures Markets, 2005, v. 25, n. 8, p. 795, doi. 10.1002/fut.20167

By:

Gregoriou, Greg N.;
Hübner, Georges;
Papageorgiou, Nicolas;
Rouah, Fabrice

Publication type:

Article

COMMODITY TRADING ADVISORS' LEVERAGE AND REPORTED MARGIN-TO-EQUITY RATIOS.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 10, p. 1003, doi. 10.1002/fut.10095

By:

Diz, Fernando

Publication type:

Article

Informational content in historical CTA performance.

Published in:

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

By:

McCarthy, David;
Schneeweis, Thomas

Publication type:

Article

SURVIVOR BIAS IN COMMODITY TRADING ADVISOR PERFORMANCE.

Published in:

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

By:

Schneeweis, Thomas;
Spurgin, Richard

Publication type:

Article

Employees of CTAs: Are They CTAs? Should the Act Be Amended to Make Them APs?

Published in:

Journal of Futures Markets, 1981, v. 1, n. 1, p. 531

By:

Cornell III, Theodore E.

Publication type:

Article

Safety-Adjusted Performance Evaluation.

Published in:

Journal of Futures Markets, 1981, v. 1, n. 1, p. 17, doi. 10.1002/fut.3990010104

By:

Kaufman, P.J.

Publication type:

Article

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors.

Published in:

Review of Financial Studies, 2014, v. 27, n. 11, p. 3099, doi. 10.1093/rfs/hhu040

By:

Bhardwaj, Geetesh;
Gorton, Gary B.;
Rouwenhorst, K. Geert

Publication type:

Article

US Dollar Carry Trades in the Era of "Cheap Money".

Published in:

Finance a Uver: Czech Journal of Economics & Finance, 2016, v. 66, n. 5, p. 374

By:

SHEHADEH, Ali;
ERDÕS, Péter;
Youwei LI;
MOORE, Michael

Publication type:

Article

Survivorship Bias and Investment Style in the Returns of CTAs.

Published in:

Journal of Portfolio Management, 1997, v. 24, n. 1, p. 30, doi. 10.3905/jpm.1997.409630

By:

Fung, William;
Hsieh, David A.

Publication type:

Article

Fish and Fishery Products Trade by India: Trends, Competitiveness, and Comparative Advantage.

Published in:

Asian Journal of Agriculture & Development, 2022, v. 19, n. 2, p. 51, doi. 10.37801/ajad2022.19.2.5

By:

Khanal, Nabin Babu;
Deb, Uttam

Publication type:

Article

Will Blockchain Be a Big Deal? Reasons for Caution.

Published in:: Journal of Applied Corporate Finance, 2022, v. 34, n. 3, p. 51, doi. 10.1111/jacf.12515
Publication type:: Article

Simple and cross efficiency of CTAs using data envelopment analysis.

Published in:

European Journal of Finance, 2005, v. 11, n. 5, p. 393, doi. 10.1080/1351847042000286667

By:

Gregoriou, Greg N.;
Rouah, Fabrice;
Satchell, Stephen;
Diz, Fernando

Publication type:

Article

Isolating Trend-Following Alpha Effects of CTA Funds.

Published in:

Proceedings of the Northeast Business & Economics Association, 2012, p. 204

By:

Mackey, Scott

Publication type:

Article