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The performance of CTAs in changing market conditions
Hübner, Georges; Papageorgiou, Nicolas
2004 • In Gregoriou, Greg; Karavas, V. N.; L'habitant, François-Serge et al. (Eds.) Commodity Trading Advisors: Risk, Performance Analysis and Selection
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Disciplines :
Finance
Author, co-author :
Hübner, Georges  ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > Gestion financière
Papageorgiou, Nicolas
Language :
English
Title :
The performance of CTAs in changing market conditions
Publication date :
2004
Main work title :
Commodity Trading Advisors: Risk, Performance Analysis and Selection
Editor :
Gregoriou, Greg
Karavas, V. N.
L'habitant, François-Serge
Rouah, Fabrice
Publisher :
J. Wiley & sons
Pages :
105-128
Available on ORBi :
since 11 January 2010

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