In the quest for higher returns, institutional investors are investing billions of dollars into managed futures and hedge funds, which offer more flexibility and diversification than conventional funds. This completely updated and expanded edition of the classic Managed Futures and Hedge Funds includes the latest information on hedge funds, as well as new chapters on performance benchmarks and selection criteria. Readers will find everything needed to understand and benefit from these alternative investments, including how-to: develop an institutional protfolio of managed futures and hedge funds; maximize diversification and arbitrage potential; successfully perform risk/return analyses.
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Inside This Book
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First Sentence:
This chapter begins with a description of the characteristics of futures, and managed futures investments. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
public commodity pools, trading system returns, maximum cumulative decline, advisor universe, futures portfolio manager, asset class argument, managed futures returns, public commodity funds, correlation dimension technique, current market statistics, managed futures products, average net payoff, managed futures performance, annualized compound rate, offered commodity funds, public futures funds, alternative investment program, managed futures industry, managed futures traders, commodity fund performance, excess net returns, managed futures investment, managed futures program, managed futures indexes, mean real rate Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Journal of Finance, Journal of Business, Summary Table, American Economic Review, Any Month Months of Gain, Equal Amts, Managed Accounts Reports, Salomon Brothers, Fidelity Magellan, Financial Analysts Journal, Ratio Avg, Managed Account Reports, United States, Any Month Highest Return, Largest Loss, Chicago Board of Trade, Columbia University, John Lintner, John Wiley, Monte Carlo, Mount Lucas, Texas Tech University, University of Massachusetts, Bond Port New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
This chapter begins with a description of the characteristics of futures, and managed futures investments. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
public commodity pools, trading system returns, maximum cumulative decline, advisor universe, futures portfolio manager, asset class argument, managed futures returns, public commodity funds, correlation dimension technique, current market statistics, managed futures products, average net payoff, managed futures performance, annualized compound rate, offered commodity funds, public futures funds, alternative investment program, managed futures industry, managed futures traders, commodity fund performance, excess net returns, managed futures investment, managed futures program, managed futures indexes, mean real rate Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Journal of Finance, Journal of Business, Summary Table, American Economic Review, Any Month Months of Gain, Equal Amts, Managed Accounts Reports, Salomon Brothers, Fidelity Magellan, Financial Analysts Journal, Ratio Avg, Managed Account Reports, United States, Any Month Highest Return, Largest Loss, Chicago Board of Trade, Columbia University, John Lintner, John Wiley, Monte Carlo, Mount Lucas, Texas Tech University, University of Massachusetts, Bond Port New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 27
books:
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1
book
cites this book:
- Portfolio Selection: Efficient Diversification of Investments (Cowles Foundation Monograph: No. 16) by Harry M. Markowitz on page 14, page 135, and page 328
- Technical Analysis Explained : The Successful Investor's Guide to Spotting Investment Trends and Turning Points by Martin J. Pring on page 396, and page 455
- Derivative Markets and Investment Management by Mark Fox-Andrews on page 39, and page 96
- Risk Management by Michel Crouhy on page 77, and page 79
- Managed Futures and Their Role in Investment Portfolios (The Research Foundation of AIMR and Blackwell Series in Finance) by Don Chance on page 39, and page 96
See all 27 books this book cites
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