Survival of Commodity Trading Advisors: Systematic vs. Discretionary CTAs

SSRN Electronic Journal ◽

10.2139/ssrn.2081903 ◽

2012 ◽

Author(s):

Julia Arnold

Keyword(s):

Commodity Trading ◽

Commodity Trading Advisors

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Portfolio management of Commodity Trading Advisors with volatility-targeting

The Journal of Investment Strategies ◽

10.21314/jois.2020.116 ◽

2020 ◽

Vol 8 (4) ◽

Author(s):

Marat Molyboga

Keyword(s):

Portfolio Management ◽

Commodity Trading ◽

Commodity Trading Advisors

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Commodity Trading Advisors: Are They a Threat for Futures Commodity Markets?

SSRN Electronic Journal ◽

10.2139/ssrn.942493 ◽

2006 ◽

Author(s):

Tony Guida

Keyword(s):

Commodity Markets ◽

Commodity Trading ◽

Commodity Trading Advisors

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Benefits and Limitations of Diversification Among Commodity Trading Advisors

The Journal of Portfolio Management ◽

10.3905/jpm.1996.409581 ◽

1996 ◽

Vol 23 (1) ◽

pp. 65-80 ◽

Author(s):

Randall S. Billingsley ◽

Don M. Chance

Keyword(s):

Commodity Trading ◽

Commodity Trading Advisors

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Commodity trading advisors and their role in managed futures

Advanced Trading Rules ◽

10.1016/b978-075065516-3.50015-7 ◽

2002 ◽

pp. 367-387

Author(s):

DEREK EDMONDS

Keyword(s):

Managed Futures ◽

Commodity Trading ◽

Commodity Trading Advisors

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A Risk of Ruin Approach for Evaluating Commodity Trading Advisors

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch22 ◽

2011 ◽

pp. 453-464

Author(s):

Greg N. Gregoriou ◽

Fabrice Douglas Rouah

Keyword(s):

Commodity Trading ◽

Commodity Trading Advisors

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Survival of Commodity Trading Advisors: 1990–2003

10.2469/dig.v36.n1.1803 ◽

2006 ◽

Vol 36 (1) ◽

pp. 8-10

Author(s):

Keith H. Black

Keyword(s):

Commodity Trading ◽

Commodity Trading Advisors

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Factors Affecting the Birth and Fund Flows of Commodity Trading Advisors

SSRN Electronic Journal ◽

10.2139/ssrn.1582734 ◽

2010 ◽

Author(s):

Viet Minh Do ◽

Robert W. Faff ◽

Paul Lajbcygier ◽

Madhu Veeraraghavan

Keyword(s):

Factors Affecting ◽

Commodity Trading ◽

Commodity Trading Advisors

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Portfolio Management of Commodity Trading Advisors with Volatility Targeting

SSRN Electronic Journal ◽

10.2139/ssrn.3123092 ◽

2018 ◽

Author(s):

Marat Molyboga

Keyword(s):

Portfolio Management ◽

Commodity Trading ◽

Commodity Trading Advisors

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Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

10.3386/w14424 ◽

2008 ◽

Author(s):

Geetesh Bhardwaj ◽

Gary Gorton ◽

K. Geert Rouwenhorst

Keyword(s):

Commodity Trading ◽

Commodity Trading Advisors

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Performance and persistence of Commodity Trading Advisors: Further evidence

Journal of Futures Markets ◽

10.1002/fut.20441 ◽

2009 ◽

pp. n/a-n/a ◽

Author(s):

Greg N. Gregoriou ◽

Georges Hübner ◽

Maher Kooli

Keyword(s):

Commodity Trading ◽

Commodity Trading Advisors

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