A dynamic index for managed currencies funds using CME currency contracts-Reference-Cited by-同舟云学术

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A dynamic index for managed currencies funds using CME currency contracts

Published:1998-12 Issue:4 Volume:4 Page:311-330
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Lequeux P.,Acar E.

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

http://www.tandfonline.com/doi/pdf/10.1080/135184798337209

Reference25 articles.

1. Acar, E. and Lequeux, P. Trading rules profits and the underlying time series properties. First International Conference on High Frequency Data In Finance. Zurich, Switzerland.

2. Benefits and Limitations of Diversification Among Commodity Trading Advisors

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