Just a one-trick pony? An analysis of CTA risk and return

Jason Foran; Mark C. Hutchinson; David F. McCarthy; John O'Brien

doi:10.3905/jai.2017.20.2.008

Just a one-trick pony? An analysis of CTA risk and return

Jason Foran
, Mark C. Hutchinson
, David F. McCarthy
, John O'Brien

Cork University Business School

University College Cork

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	8-26
Number of pages	19
Journal	Journal of Alternative Investments
Volume	20
Issue number	2
DOIs	https://doi.org/10.3905/jai.2017.20.2.008
Publication status	Published - 1 Sep 2017

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10.3905/jai.2017.20.2.008

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title = "Just a one-trick pony? An analysis of CTA risk and return",

author = "Jason Foran and Hutchinson, \{Mark C.\} and McCarthy, \{David F.\} and John O'Brien",

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AU - Foran, Jason

AU - Hutchinson, Mark C.

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Just a one-trick pony? An analysis of CTA risk and return

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