Original language | English |
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Title of host publication | Commodity Trading Advisors. Risk, performance analysis, and selection |
Editors | G.N. Gregoriou, V.N. Karavas, F.-S. Lhabitant, F. Rouah |
Place of Publication | New York |
Publisher | Wiley & Sons |
Pages | 105-128 |
Number of pages | 23 |
Publication status | Published - 1 Jan 2004 |
The performance of CTAs in changing market conditions
G.M.B.J. Hübner, N. Papageorgiou
Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic