[BOOK][B] Commodity trading advisors: Risk, performance analysis, and selection
GN Gregoriou, V Karavas, FS Lhabitant, FD Rouah - 2011 - books.google.com
Authoritative, up-to-date research and analysis that provides a dramatic new understanding
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
Value at risk with informed traders, herding, and the optimal structure of trading divisions
HP Burghof, T Dresel - Herding, and the Optimal Structure of …, 2002 - papers.ssrn.com
We scrutinize the use of value at risk as traders' limit in banks. Thereby, we compare a bank
with uninformed traders dealing on a perfect capital market, with a bank in which traders …
with uninformed traders dealing on a perfect capital market, with a bank in which traders …
[BOOK][B] Evaluation and comparison of management strategies by data envelopment analysis with an application to mutual funds
CL Wilson - 2007 - search.proquest.com
A new categorical schema for strategic management is developed; a methodology for its
implementation is elaborated; an application to mutual funds based on microeconomic …
implementation is elaborated; an application to mutual funds based on microeconomic …
Capital allocation with value-at-risk-the case of informed traders and herding
HP Burghof, T Sinha - The Journal of Risk, 2005 - search.proquest.com
We scrutinize the use of value-at-risk as a trader's limit in banks in the context of capital
allocation. Thus, we compare a bank that has many uninformed traders, each dealing in a …
allocation. Thus, we compare a bank that has many uninformed traders, each dealing in a …