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Commodity trading advisors : risk, performance analysis, and selection / [edited by] Greg N. Gregoriou ... [et al.].
- Format:
- Book
- Series:
- Wiley Finance
- Wiley Finance ; v.281
- Language:
- English
- Subjects (All):
- Commodity trading advisors.
- Physical Description:
- 1 online resource (450 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Hoboken, NJ : Wiley, c2004.
- Language Note:
- English
- Summary:
- Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAsCommodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the ""survivorship bias"" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number
- Contents:
- Commodity Trading Advisors; Contents; Preface; Acknowledgments; About the Editors; About the Authors; Introduction; PART ONE Performance; PART TWO Risk and Managed Futures Investing; PART THREE Managed Futures Investing, Fees, and Regulation; PART FOUR Program Evaluation, Selection, and Returns; REFERENCES; INDEX
- Notes:
- Description based upon print version of record.
- ISBN:
- 1-118-16095-9
- 1-280-26524-8
- 9786610265244
- 0-471-68989-0
- OCLC:
- 475920747
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