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

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

Original language	Undefined/Unknown
Journal	Journal of Alternative Investments
DOIs	https://doi.org/10.3905/jai.2017.20.2.008
Publication status	Published - 2017

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

author = "J. Foran and M.C. Hutchinson and D.F. McCarthy and J. O'Brien",

year = "2017",

doi = "10.3905/jai.2017.20.2.008",

language = "Undefined/Unknown",

journal = "Journal of Alternative Investments",

issn = "1520-3255",

publisher = "Portfolio Management Research",

}

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T1 - Just a one-trick pony? An analysis of CTA risk and return

AU - Foran, J.

AU - Hutchinson, M.C.

AU - McCarthy, D.F.

AU - O'Brien, J.

PY - 2017

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DO - 10.3905/jai.2017.20.2.008

M3 - Article

SN - 1520-3255

JO - Journal of Alternative Investments

JF - Journal of Alternative Investments

ER -