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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| English | 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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0.7521215081214905
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0.7358292937278748
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0.6961920261383057
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0.6940356492996216
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0.6744790077209473
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