Practical Applications of The Long and Short of Trend Followers

…, T Gudmundsen-Sinclair, J Peltmäki - The Journal of …, 2019 - jai.pm-research.com
… Fund, and Jarkko Peltmäki of Stockholm Business School develop a new set of risk
factors to better understand the performance of trend following commodity trading advisors (CTAs). …
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