Original language | English |
---|---|
Title of host publication | Commodity Trading Advisors: Risk, Performance Analysis and Selection |
Editors | Greg N Gregoriou, Vassilios N Karavas, Francois-Serge Lhabitant, Fabrice Rouah |
Place of Publication | Hoboken USA |
Publisher | John Wiley & Sons |
Pages | 336 - 357 |
Number of pages | 22 |
Edition | 1 |
ISBN (Print) | 0471681946 |
Publication status | Published - 2004 |
CTA strategies for returns-enhancing diversification
David Kuo Chuen Lee, Francis Koh, Kok Fai Phoon
Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review