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Adam, Zaremba ; Adam, Zaremba. (2010) Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements.
In: Contemporary Economics. RePEc:wyz:journl:id:197.

Full description at Econpapers

cites:

Barry R., Hedge funds: a walk through the graveyard, Working Paper, Ross Barry Macquire Applied Finance Center, 2003.

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