Managed Futures, Hedge Fund, and Mutual Fund Performance
- 30 June 1998
- journal article
- Published by With Intelligence LLC in The Journal of Alternative Investments
- Vol. 1 (1) , 56-65
- https://doi.org/10.3905/jai.1998.407842
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge FundsThe Review of Financial Studies, 1997
- On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting SkillsThe Journal of Business, 1981