Evaluation of commodity trading advisors using fixed and variable and benchmark models (Q863541)

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scientific article; zbMATH DE number 5122227
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    Evaluation of commodity trading advisors using fixed and variable and benchmark models
    scientific article; zbMATH DE number 5122227

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      Evaluation of commodity trading advisors using fixed and variable and benchmark models (English)
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      5 February 2007
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      managed futures
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      benchmark
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      data envelopment analysis
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      performance
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