Eurex products enhance portfolios
09 Jun 2003
Trading strategies employing Eurex futures contracts can improve returns and lower volatility in stock/bond portfolios, according to research partly funded by the exchange.
A study undertaken by alternative investment specialist and professor of finance Thomas Schneeweis has also indicated that investment in Eurex futures contracts would have improved the performance of a commodity trading advisor (CTA) employing a standard momentum-type trading model during a test period covering 1992-2002.
The report explores...
The rest of this article is for subscribers only. Would you like to take a free trial?
- Unlimited access
- Data & graph exports
- Daily data brief
- Weekly newsletter
- News & Analysis access
- Extensive data searches
- Access to archive
- Weekly newsletter