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

Jason Foran; Mark C. Hutchinson; David F. McCarthy; John O’Brien

doi:10.3905/jai.2017.20.2.008

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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

Jason Foran

is a researcher in the Cork University Business School at University College Cork in Cork, Ireland

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Mark C. Hutchinson

is a professor in the Cork University Business School at University College Cork in Cork, Ireland

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David F. McCarthy

is an adjunct professor in the Cork University Business School at University College Cork in Cork, Ireland

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John O’Brien

is an assistant professor in the Cork University Business School at University College Cork in Cork, Ireland

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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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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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