Testing Futures Trading Strategies: How Robust are Standard Assumptions?

Mark Hutchinson

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

Original language	English
Journal	SSRN Electronic Journal
DOIs	https://doi.org/10.2139/ssrn.3155083
Publication status	Published - 2018

Keywords

Futures contract
Financial economics
Economics
Business
Econometrics
Actuarial science

Access to Document

10.2139/ssrn.3155083

https://openalex.org/W3121303146Licence: CC BY-NC-ND

Cite this

@article{ea364da50a8649289e753965527a665a,

title = "Testing Futures Trading Strategies: How Robust are Standard Assumptions?",

keywords = "Futures contract, Financial economics, Economics, Business, Econometrics, Actuarial science",

author = "Mark Hutchinson",

year = "2018",

doi = "10.2139/ssrn.3155083",

language = "English",

journal = "SSRN Electronic Journal",

issn = "1556-5068",

}

TY - JOUR

T1 - Testing Futures Trading Strategies: How Robust are Standard Assumptions?

AU - Hutchinson, Mark

PY - 2018

Y1 - 2018

KW - Futures contract

KW - Financial economics

KW - Economics

KW - Business

KW - Econometrics

KW - Actuarial science

U2 - 10.2139/ssrn.3155083

DO - 10.2139/ssrn.3155083

M3 - Article

SN - 1556-5068

JO - SSRN Electronic Journal

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