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Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors

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  • Gert Elaut
  • Michael Frömmel
  • Alexander Mende

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  • Gert Elaut & Michael Frömmel & Alexander Mende, 2017. "Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 427-450, September.
    • Handle: RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450
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    1. Asif, Raheel & Frömmel, Michael & Mende, Alexander, 2022. "The crisis alpha of managed futures: Myth or reality?," International Review of Financial Analysis, Elsevier, vol. 80(C).

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