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Type Bachelor's Thesis
Scope Discipline-based scholarship
Title Managed futures, managed volatility? The joint dynamics of agricultural CTAs assets under management, trend-following strategies, and agricultural commodity futures volatility
Organization Unit
Authors
  • Martin Waser
Supervisors
  • Marc Paolella
Language
  • English
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Date 2014
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