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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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Article Information

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.

Copyright & Usage 
© 2016 Pageant Media Ltd

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The Journal of Alternative Investments: 18 (3)
The Journal of Alternative Investments
Vol. 18, Issue 3
Winter 2016
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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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  • Article
    • EXPECTED HETEROGENEITY IN CTA EXPOSURES TO RISK SHOCKS
    • METHODOLOGY AND DATA
    • RESULTS
    • CONCLUSION
    • ENDNOTES
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