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"Evaluation of Commodity Trading Advisors using fixed and variable and ..."

Greg N. Gregoriou, Yao Chen (2006)

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DOI: 10.1007/S10479-006-0030-Y

access: closed

type: Journal Article

metadata version: 2023-09-19

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Greg N. Gregoriou, Yao Chen:
Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models. Ann. Oper. Res. 145(1): 183-200 (2006)

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