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Survivorship Bias and Investment Style in the Returns of CTAs
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- Trend-Following versus Cross-Sectional Momentum: A Data-Driven Statistical Factor Comparison
- Fund Asset Inference Using Machine Learning Methods: Whats in That Portfolio?
- CTAs: Superior Performance or Diversification Only?
- Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting
- The Moral Hazard Problem in Hedge Funds: A Study of Commodity Trading Advisors
- What Are the Sources of Return for CTAs and Commodity Indexes? A Brief Survey of Relevant Research
- What Is the True Cost of Active Management? A Comparison * of Hedge Funds and Mutual Funds
- Does a Contagion Effect Exist Between Equity * Markets and Hedge Funds in Periods of Extreme * Stress in Financial Markets?