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
Pages105-128
Number of pages23
Publication statusPublished - 1 Jan 2004

Cite this

Hübner, G. M. B. J., & Papageorgiou, N. (2004). The performance of CTAs in changing market conditions. In G. N. Gregoriou, V. N. Karavas, F-S. Lhabitant, & F. Rouah (Eds.), Commodity Trading Advisors. Risk, performance analysis, and selection (pp. 105-128). Wiley & Sons.