Same same but different – Stylized facts of CTA sub strategies

journal contribution

posted on 2021-03-01, 00:00 authored by P Erdős, Y Li, Ruipeng LiuRuipeng Liu, A Mende

Same same but different – Stylized facts of CTA sub strategies

History

Journal

International Review of Financial Analysis

Volume

74

Article number

ARTN 101657

Pagination

1 - 12

Location

Amsterdam, The Netherlands

Publisher DOI

https://doi.org/10.1016/j.irfa.2021.101657

ISSN

1057-5219

eISSN

1873-8079

Language

English

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Publisher

ELSEVIER SCIENCE INC