Survival of commodity trading advisors:
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Greg N. Gregoriou; Georges Hรผbner; Nicolas Papageorgiou; Fabrice Rouah
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Article
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2005
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John Wiley and Sons
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English
โ 149 KB
## Abstract This article investigates the mortality of Commodity Trading Advisors (CTAs) over the 1990โ2003 period, a longer horizon than any encompassed in the literature. A detailed survival analysis over the full range of CTA classifications is provided, and it is found that the median lifetime