The performance of commodity trading advisors: A mean-variance-ratio test approach

Zhidong Bai*, Kok Fai Phoon, Keyan Wang, Wing Keung WONG

*Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    18 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'The performance of commodity trading advisors: A mean-variance-ratio test approach'. Together they form a unique fingerprint.

    Business & Economics