CTA strategies for returns-enhancing diversification

David Kuo Chuen Lee, Francis Koh, Kok Fai Phoon

    Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

    Original languageEnglish
    Title of host publicationCommodity Trading Advisors: Risk, Performance Analysis and Selection
    EditorsGreg N Gregoriou, Vassilios N Karavas, Francois-Serge Lhabitant, Fabrice Rouah
    Place of PublicationHoboken USA
    PublisherJohn Wiley & Sons
    Pages336 - 357
    Number of pages22
    ISBN (Print)0471681946
    Publication statusPublished - 2004

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