Maximising futures returns using fixed fraction asset allocation

John A Anderson, Robert Faff

    Research output: Contribution to journalArticleResearchpeer-review

    1 Citation (Scopus)
    Original languageEnglish
    Pages (from-to)1067 - 1073
    Number of pages7
    JournalApplied Financial Economics
    Volume14
    DOIs
    Publication statusPublished - 2004

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