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Informational content in historical CTA performance
Author(s) -
McCarthy David,
Schneeweis Thomas,
Spurgin Richard
Publication year - 1997
Publication title -
journal of futures markets
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199705)17:3<317::aid-fut4>3.0.co;2-l
Subject(s) - asset management , futures contract , library science , management , citation , asset (computer security) , history , computer science , economics , finance , computer security