CTA Strategies for Returns-Enhancing Diversification

Author

Francis Koh, Singapore Management UniversityFollow
David K. C. Lee, Ferrell Asset Management Pte. Ltd.Follow
Kok Fai PHOON, Singapore Management UniversityFollow

Publication Type

Book Chapter

Publication Date

2004

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Commodity Trading Advisers: Risk, Performance Analysis, and Selection

First Page

338

Last Page

358

ISBN

9780471689898

Citation

Koh, Francis; Lee, David K. C.; and PHOON, Kok Fai. CTA Strategies for Returns-Enhancing Diversification. (2004). Commodity Trading Advisers: Risk, Performance Analysis, and Selection. 338-358.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/2367

Additional URL

https://www.worldcat.org/oclc/56899577