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Trends’ signal strength and the performance of CTAs
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Commentary: Hidden behind the headlines
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Intraday momentum in FX markets : disentangling informed trading from liquidity provision
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- PhD Thesis
- open access
Microeconomics of financial markets
(2017) -
Duration dependence, behavioral restrictions, and the market timing ability of commodity trading advisors
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An analysis of the risk-return characteristics of serially correlated managed futures
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Crystallization: a hidden dimension of CTA fees
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- Miscellaneous
- open access
Crystallization: the hidden dimension of Hedge funds' fee structure
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Crystallization: the hidden dimension of hedge funds' fee structure
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Bank business models, performance and governance