Robert Kosowski: Capacity Constraints on CTA Managers

  • 10 Oct 2013
  • By Imperial College

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  • The Role of Correlation and Volatility

        • Date 10 Oct 2013
        • Duration 20:56
        • Professor Rob Kosowski from the Imperial College London discusses his research on capacity constraints in futures and the role of correlation and volatility.
      • 20:56
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