International Review of Financial Analysis
 2022
DOI: 10.1016/j.irfa.2022.102045
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The crisis alpha of managed futures: Myth or reality?

Raheel Asif
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Michael Frömmel
2
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Alexander Mende3
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Cited by 3 publications
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Possibility versus feasibility: International portfolio diversification under financial liberalization

He
1
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Chen
2
,
Wan
3
et al. 2023
International Review of Financial Analysis
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Possibility versus feasibility: International portfolio diversification under financial liberalization

He
1
,
Chen
2
,
Wan
3
et al. 2023
International Review of Financial Analysis
3
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0
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Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification

He,
Chen,
Ou
et al. 2025
Pacific-Basin Finance Journal
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Risk Shifting and Performance in the Hedge Fund and Cta Industry

Ahmadpour,
Usman Khurram,
Frömmel
et al. 2024
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