Jason Remillard

affiliation not provided to SSRN

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CTA/Managed Futures Strategy Benchmarks: Performance and Review

Handbook of Commodity Investing, Forthcoming
Posted: 25 May 2007
Thomas Schneeweis, Raj Gupta and Jason Remillard
University of Massachusetts Amherst - Isenberg School of Management, American College of Healthcare Trustees and affiliation not provided to SSRN

Abstract:

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Managed Futures, Performance Benchmarks, CTAs, Passive Indexing