Portfolio investment opportunities in managed futures / David M. Darst.

Format:

Book

Author/Creator:

Darst, David M., 1947- author.

Series:

Wiley RealTime Finance

Wiley realtime finance

Language:

English

Subjects (All):

Portfolio management.

Investments, Foreign.

Securities.

Physical Description:

1 online resource (ix, 51 pages) : color illustrations

Edition:

1st ed.

Place of Publication:

Hoboken, N.J. : Wiley, 2013.

Language Note:

English

Summary:

The latest insight and strategies for asset managers on three major investment vehicles This three-volume e-book series from the renowned David Darst details each of these three asset classes, including the investment strategies associated with them, risks and advantages of each, and the political and cultural particulars that investment advisors and asset managers need to be aware of.

Contents:

Portfolio Investment Opportunities in MANAGED FUTURES; Contents; About the Author; Introduction; 1 Select Investment Advantages and Potential Risks of Managed Futures; Historical Background on Futures and Managed Futures; Distinguishing between Physical Commodities, Futures, and Managed Futures; Select Advantages of Managed Futures; Low Correlations with Many Other Asset Classes; Returns Generation in Varying Financial Conditions; Favorable Performance during Periods of Financial Market Dislocation; Exposure to a Broad Spectrum of Assets and Markets

Disciplined Quantitative Underpinning to Approach Asset Class Characteristics; Diversification; Access and Exposure; Protection; Potential Investment Risks of Managed Futures Funds; Reduced Liquidity and High Fee Levels; Suitability; Capital Drawdowns; Correlations Patterns; Possible Misapplication of Trading Disciplines; Exposure to Systemic Threats; Placing Managed Futures in an Investment Context; Essential Differences between Managed Futures and Other Asset Classes; Select Risk Management Strategies Pursued by Managed Futures Advisers; Diversification; Liquidity; Volatility

Quantification Budgeting; Leverage; Modeling; Special Considerations Associated with Managed Futures Funds; Tax Reporting; Liquidity; Minimum Net Worth and Income Requirements; Documentation Requirements; Single-Manager versus Multiple-Manager Risk; Fees and Expenses Associated with Managed Futures Funds; Level and Complexity of Fees; Multiple Fees; Fees in Relation to Aggregate Positions; Variations on Fees; Fee Review; Investment Approaches of Managed Futures Funds; Systematic Investment Approach; Discretionary Investment Approach; Select Insights into Managed Futures Returns Patterns

Factors Influencing Capital Draw downs Unusual Price Behavior; Determinants of the Use of Leverage; Elements of Success in Managed Futures Trading; Costs of Stop-Loss Disciplines; Post-Draw down Capital Recovery; Managed Futures Funds Compared with Hedge Funds; Trend Characteristics and Underlying Drivers of Managed Futures; Evolution of the Futures Markets; Actively Traded Futures and Options Contracts in the United States; 2 Summary of Managed Futures Investment Performance and Correlation; Select Managed Futures Indices' Performance

Managed Futures Returns during Financial Market Dislocations The Barclay CTA Index and Survivorship Bias; Patterns of Managed Futures Returns; The CISDM CTA Equal-Weighted Index; Analysis of Select Asset Class Returns; Monthly and Annual Returns Data, 1994-2009; Monthly Returns Data, 1994-2009; Annual Returns Data, 1994-2009; 3 Overview of the Investment Landscape; Global Futures Exchanges and Clearinghouses; 4 Glossary of Indexes; 5 Select Information Sources; Web Sites; Books; Journals/Publications; Acknowledgments

Notes:

Description based upon print version of record.

Includes bibliographical references.

Description based on metadata supplied by the publisher and other sources.

ISBN:

9781119204176

1119204178

9781118502945

1118502949

9781299402317

1299402313

9781118502976

1118502973

OCLC:

833766404