The performance of CTAs in changing market conditions

G.M.B.J. Hübner, N. Papageorgiou

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationCommodity Trading Advisors. Risk, performance analysis, and selection
EditorsG.N. Gregoriou, V.N. Karavas, F.-S. Lhabitant, F. Rouah
Place of PublicationNew York
PublisherWiley & Sons
Number of pages23
Publication statusPublished - 1 Jan 2004

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