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Chapter title |
Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio?
|
---|---|
Chapter number | 1 |
Book title |
Derivatives and Hedge Funds
|
Published by |
Palgrave Macmillan, London, January 2016
|
DOI | 10.1057/9781137554178_1 |
Book ISBNs |
978-1-349-55828-5, 978-1-137-55417-8
|
Authors |
Bernd Scherer |