"CTA Strategies for Returns-Enhancing Diversification" by Francis Koh

Selected Works of Francis Koh

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CTA Strategies for Returns-Enhancing Diversification

Commodity Trading Advisers: Risk, Performance Analysis, and Selection

Francis Koh, Singapore Management University
David K. C. Lee, Ferrell Asset Management Pte. Ltd.
Kok Fai PHOON, Singapore Management University

Publication Type

Book Chapter

Publication Date

1-2004

Discipline

Finance and Financial Management and
Portfolio and Security Analysis

ISBN

9780471689898

Additional URL

https://www.worldcat.org/oclc/56899577

Citation Information

Francis Koh, David K. C. Lee and Kok Fai PHOON. "CTA Strategies for Returns-Enhancing Diversification" Commodity Trading Advisers: Risk, Performance Analysis, and Selection (2004) p. 338 - 358
Available at: http://works.bepress.com/francis_koh/53/