Charles Chevalier

KeyQuant

20 rue Quentin-Bauchart

Paris, 75008

France

Université Paris Dauphine - Department of Finance

Place du Maréchal de Lattre de Tassigny

Paris Cedex 16, 75775

France

SCHOLARLY PAPERS

3

DOWNLOADS

172

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

Trends Everywhere? The Case of Hedge Fund Styles

Number of pages: 45 Posted: 20 Aug 2018 Last Revised: 05 Nov 2019
Charles Chevalier and Serge Darolles
KeyQuant and Université Paris Dauphine - DRM-CEREG
Downloads 117 (247,879)

Abstract:

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Managed Futures, Time Series Momentum, Trend-Following, Commodity Trading Advisor (CTA), Hedge Funds, Trading Strategies

Trends Everywhere? The Case of Hedge Fund Styles

Journal of Asset Management (2019) 20: 442.
Posted: 22 Nov 2019
Charles Chevalier and Serge Darolles
KeyQuant and Université Paris Dauphine - DRM-CEREG

Abstract:

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Managed Futures; time series momentum; trend-following; commodity trading advisor (CTA); hedge funds; trading strategies

2.

Diversifying Trends

Number of pages: 41 Posted: 14 Feb 2020
Charles Chevalier and Serge Darolles
KeyQuant and Université Paris Dauphine - DRM-CEREG
Downloads 55 (386,146)

Abstract:

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Time series momentum, Portfolio construction, Factor analysis

3.

Futures Market Liquidity and the Trading Cost of Trend Following Strategies

Posted: 14 Feb 2020
Charles Chevalier and Serge Darolles
KeyQuant and Université Paris Dauphine - DRM-CEREG

Abstract:

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Trading Costs, Market Impact, Liquidity, Trend Following