@article{bibcite_301,
  author = {Dries Darius and Aytac Ilhan and John Mulvey and Koray Simsek and Ronnie Sircar},
  title = {Trend-following hedge funds and multi-period asset allocation},
  year = {2002},
  journal = {Quantitative Finance},
  volume = {2},
  number = {5},
  pages = {354},
  publisher = {IOP Publishing},
}