Taking Back Control: A Bank’s perspective into the use of risk control systems of investment re-allocation and their resiliency under random CTA performance.
This study was done with the purpose of making trading investments more attractive to a Bank. We Identify a disconnect between the investor (Bank) and the Trader (CTA). CTA’s are often regarded as long-term investment options and are assumed to prefer a fixed amount of capital with which to work wit...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English English English English English English English English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36906/ |