Research Explorer

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Researcher

Gert Elaut

Awards & Distinctions

10 Results

2019

Trends’ signal strength and the performance of CTAs

Gert ElautPéter Erdős

A1 Journal Article in FINANCIAL ANALYSTS JOURNAL

2018

Commentary: Hidden behind the headlines

Gert ElautKathryn Kaminski

Intraday momentum in FX markets : disentangling informed trading from liquidity provision

Gert ElautKevin LampaertMichael Frömmel

A1 Journal Article in JOURNAL OF FINANCIAL MARKETS

2017

Duration dependence, behavioral restrictions, and the market timing ability of commodity trading advisors

Gert ElautMichael FrömmelAlexander Mende

A1 Journal Article in INTERNATIONAL REVIEW OF FINANCE

Microeconomics of financial markets

Gert ElautMichael Frömmel

2016

An analysis of the risk-return characteristics of serially correlated managed futures

Gert ElautPéter ErdősJohn Sjödin

A1 Journal Article in JOURNAL OF FUTURES MARKETS

2015

Crystallization: a hidden dimension of CTA fees

Gert ElautMichael FrömmelJohn Sjödin

A1 Journal Article in FINANCIAL ANALYSTS JOURNAL

2014

Crystallization: the hidden dimension of Hedge funds' fee structure

Gert ElautMichael FrömmelJohn Sjödin

Crystallization: the hidden dimension of hedge funds' fee structure

Gert ElautMichael FrömmelJohn Sjödin

2011

Bank business models, performance and governance

Gwen De RudderGert ElautGlenn SchepensRudi Vander Vennet

A4 Journal Article in FINANCIEEL FORUM : BANK- EN FINANCIEWEZEN = FORUM FINANCIER : REVUE BANCAIRE ET FINANCIER