Beyond Trends: The Reconcilability of Short-Term CTA Strategies with Risk Shocks

Christian Lundström; Jarkko Peltomäki

doi:10.3905/jai.2016.18.3.074

Article

Beyond Trends

The Reconcilability of Short-Term CTA Strategies with Risk Shocks

Christian Lundström and Jarkko Peltomäki

The Journal of Alternative Investments Winter 2016, 18 (3) 74-83; DOI: https://doi.org/10.3905/jai.2016.18.3.074

Christian Lundström

is a PhD student at Umeå University in Umeå, Sweden.

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For correspondence: christian.lundstrom@econ.umu.se

Jarkko Peltomäki

is an associate professor at Stockholm Business School, Stockholm University in Stockholm, Sweden.

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For correspondence: jape@sbs.su.se

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vol. 18 no. 3 74-83

DOI

https://doi.org/10.3905/jai.2016.18.3.074

Published By

Pageant Media Ltd

Print ISSN

1520-3255

Online ISSN

2168-8435

History

Published online December 31, 2015.

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Beyond Trends

Christian Lundström, Jarkko Peltomäki

The Journal of Alternative Investments Dec 2015, 18 (3) 74-83; DOI: 10.3905/jai.2016.18.3.074

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Beyond Trends

Christian Lundström, Jarkko Peltomäki

The Journal of Alternative Investments Dec 2015, 18 (3) 74-83; DOI: 10.3905/jai.2016.18.3.074

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