Evaluation of commodity trading advisors using fixed and variable and benchmark models

Annals of Operations Research

Volumn 145, Issue 1, 2006, Pages 183-200

  Gregoriou, Greg N ^a   Chen, Yao ^b  

^a STATE UNIVERSITY OF NEW YORK   (United States)

^b UNIVERSITY OF MASSACHUSETTS LOWELL   (United States)

Author keywords

Benchmark; Data envelopment analysis (DEA); Managed futures; Performance

Indexed keywords

EID: 33747839050     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-006-0030-y     Document Type: Article

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