Research Explorer

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Researcher

John Sjödin

Awards & Distinctions

4 Results

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