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:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 11
Results: 4
1
2
Liquidity and hedging effectiveness under futures mispricing: International evidence.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 11, p. 1050, doi. 10.1002/fut.20395
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- Publication type:
- Article
3
The performance of traders' rules in options market.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 11, p. 999, doi. 10.1002/fut.20403
- By:
- Publication type:
- Article
4
Model risk adjusted hedge ratios.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 11, p. 1021, doi. 10.1002/fut.20406
- By:
- Publication type:
- Article