Just a One-Trick Pony? An Analysis of CTA Risk and Return

Jason Foran, Mark C. Hutchinson, David F. McCarthy and John O’Brien
The Journal of Alternative Investments Fall 2017, 20 (2) 8-26; DOI: https://doi.org/10.3905/jai.2017.20.2.008

Article Information

vol. 20 no. 2 8-26
DOI 
https://doi.org/10.3905/jai.2017.20.2.008
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online September 30, 2017.
Copyright & Usage 
© 2017 Pageant Media Ltd

Author Information

  1. Jason Foran
    1. is a researcher in the Cork University Business School at University College Cork in Cork, Ireland. (jason.foran1{at}gmail.com)
  2. Mark C. Hutchinson
    1. is a professor in the Cork University Business School at University College Cork in Cork, Ireland. (m.hutchinson{at}ucc.ie)
  3. David F. McCarthy
    1. is an adjunct professor in the Cork University Business School at University College Cork in Cork, Ireland. (dfm{at}dfmcarthy.com)
  4. John O’Brien
    1. is an assistant professor in the Cork University Business School at University College Cork in Cork, Ireland. (j.obrien{at}ucc.ie)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Just a One-Trick Pony? An Analysis of CTA Risk and Return
Jason Foran, Mark C. Hutchinson, David F. McCarthy, John O’Brien
The Journal of Alternative Investments Sep 2017, 20 (2) 8-26; DOI: 10.3905/jai.2017.20.2.008
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