@article{317e4c588675440d87f9454d6f338a9c,
title = "Just a One Trick Pony? An Analysis of CTA Risk and Return",
keywords = "Hedge fund, Market liquidity, Transparency (behavior), Risk premium, Econometrics, Economics, Performance fee, Financial economics, Business, Actuarial science, Monetary economics, Finance, Computer science, Fund of funds, Computer security, Fund administration",
author = "Mark Hutchinson",
year = "2016",
doi = "10.2139/ssrn.2791960",
language = "English",
journal = "SSRN Electronic Journal",
issn = "1556-5068",
}