Hedge fund replication through trend-following
Z Gjergji - 2022 - digitalcollection.zhaw.ch
While the use of managed futures funds has increased in the past, the actual investment
strategy remains to some extent a secret to outside investors. In recent years, managed …
strategy remains to some extent a secret to outside investors. In recent years, managed …
Optimal Embedded Leverage for Portfolios of Commodity Trading Advisors
CL Tjurhufvud, J Peltomäki - The Oxford Handbook of Hedge …, 2021 - books.google.com
The use of leverage has long been one of the key points in investing and several financial
products employ embedded leverage, which is the amount of market exposure per unit of …
products employ embedded leverage, which is the amount of market exposure per unit of …