Systematic Option Strategies as an Overlay for Commodity Trading Advisors: A Way to offset "Whipsaw" Losses and or improve the Fund's Sharpe Ratio?
Author(s)
Deckert, Lars
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2010
Date Awarded
2011
Format Extent
1372419 bytes
Creator
Deckert, Lars
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MBA
Course Name
MBA