Zobrazeno 1 - 10
of 61
pro vyhledávání: '"managed futures"'
Autor:
Richard Cloutier, Alan C. Mikkelson
Publikováno v:
Investment Management & Financial Innovations, Vol 20, Iss 3, Pp 91-101 (2023)
Absolute return strategies attempt to generate positive returns that are uncorrelated with equity or bond markets and can be used to increase diversification and performance within multi-asset class portfolios. The current paper compared diversificat
Externí odkaz:
https://doaj.org/article/78abd4d5b859413497ab0d37a578f334
Autor:
Warwick, Ben
Publikováno v:
Futures: News, Analysis & Strategies for Futures, Options & Derivatives Traders. May97, Vol. 26 Issue 6, p66. 4p. 1 Chart, 1 Graph.
Autor:
Fransson, Oskar
This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regu
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-210154
Publikováno v:
Hedge Funds : Structure, Strategies, and Performance, 2017, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780190607371.003.0013
Autor:
Simsek, Koray D., author
Publikováno v:
Commodities : Markets, Performance, and Strategies, 2018, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780190656010.003.0012
Autor:
Aspadarec, Waldemar
Publikováno v:
Współczesne Problemy Ekonomiczne. Globalizacja. Liberalizacja. Etyka. / Contemporary Economic Issues. Globalization. Liberalization. Ethics. (08):111-120
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=283374
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
Journal of Investment Management. 18(1):52-68
We provide new out-of-sample evidence on trend-following investing by studying its performance for 82 securities not previously examined and 16 long–short equity factors. Specifically, we study the performance of time series momentum for emerging m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dris___00958::6a363047c51c64f0b624d6e48dee3280
https://research.cbs.dk/en/publications/c0c5288c-15a6-4d02-8335-981144ede1e2
https://research.cbs.dk/en/publications/c0c5288c-15a6-4d02-8335-981144ede1e2
Autor:
Greig, Bruce C. (AUTHOR)
Publikováno v:
Financial Analysts Journal. May/Jun2012, Vol. 68 Issue 3, p100-101. 2p.