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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.

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cites:

Schneeweis T., Spurgin R., Comparisons of Commodity and Managed Futures Benchmark Indices, âJournal of Derivativesâ, 1997, ÅrÃdÅo: http://cisdm.som.umass.edu/research/published.shtml., dostÄp: 201007 -21. Schneeweis T., Spurgin R., Potter M. (1997) Managed Futures and Hedge Fund Investment for Downside Equity Risk Management, [w:] Peters C.C., Warwick B., (ed.), The Handbook of Managed Futures: Performance, Evaluation and Analysis, New York 1997.

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