Divided into four comprehensive sections–Performance; Risk and Managed Futures Investing; Managed Futures Investing, Fees, and Regulation; and Program Evaluation, Selection, Diversification, and Returns–this unique resource contains articles that cover a wide range of CTA issues, including:The performance of CTAs in changing market conditionsSimple and cross efficiency
| Title | : | Commodity Trading Advisors: Risk, Performance Analysis, and Selection (Wiley Finance) |
| Author | : | |
| Rating | : | 4.56 (542 Votes) |
| Asin | : | 0471681946 |
| Format Type | : | Hardcover |
| Number of Pages | : | 424Pages |
| Publish Date | : | 2014-9-9 |
| Language | : | English |
Divided into four comprehensive sections–Performance; Risk and Managed Futures Investing; Managed Futures Investing, Fees, and Regulation; and Program Evaluation, Selection, Diversification, and Returns–this unique resource contains articles that cover a wide range of CTA issues, including:The performance of CTAs in changing market conditionsSimple and cross efficiency of CTAs using data envelopment analysisThe effect of large hedge fund and CTA trading on futures market volatilityMeasuring the long volatility strategies of managed futuresManaged futures funds and other fiduciary productsChoosing the right CTAHow to design a commodity trading futures programAlthough much of the information related to CTAs can be technical in nature, Commodity Trading Advisors distills the knowledge of experts within this field in the most straightforward and accessible way possible. You’ll also learn about important CTA se
Weiss. This book is an excellent effort to put the wolf reintroduction into real world perspective. You'll love the point of view. You can see her maturing as a scientist and human being with each passing page as she describes her family's move from the Midwest to Arizona and her many outings into mountain and canyon.If you like John McPhee, you'll likely enjoy this book but her writing style is different. (Roderick Frazier Nash, 1988)My advice is to buy this book as a present for your favorite environmentalist friend. If this material is old hat, bypass this book. Paint a masterpiece daily. Last year I attended Greg Spalenka's Artist As Brand workshop. Jordie is like many young adults now in that she must face many of life's struggles at a very young age. Her father was an avid collector. I have lost inches off my waist hips and thighs. Bahr's plan, one! not only facilitates the losing of excess pounds, one benefits one's whole well-being.Somebody put it back in print, please!!. The remainder of the book reads more like a report on the author's experiments in evolutionary computing.It is important to note thHe currently provides hedge fund and CTA quantitative and qualitative research for a large Canadian firm and specializes in the construction and monitoring of funds of hedge funds using advanced statistical techniques.VASSILIOS N. GREGORIOU is Assistant Professor of Finance and Faculty Research Coordinator in the School of Business and Economics at the State University of New York (Plattsburgh). He is also a research associate of the Center for International Securities and Derivatives Markets (CISDM).
FRANÇOIS-SERGE LHABITANT is a Member of Senior Management at Union B
Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. 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. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research.
Greg N. Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal Scholar in the finance program at McGill University.. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. Vassilios N. 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
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