Trend-following hedge funds and multi-period asset allocation

Author: Darius Dries   Ilhan Aytac   Mulvey John   Simsek Koray   Sircar Ronnie  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.2, Iss.5, 2002-10, pp. : 354-361

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Abstract