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Commodity trading advisors : risk, performance analysis, and selection /
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 indiv...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
©2004.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Commodity trading advisors : |b risk, performance analysis, and selection / |c [edited by] Greg N. Gregoriou [and others]. |
| 260 | |a Hoboken, N.J. : |b Wiley, |c ©2004. | ||
| 300 | |a 1 online resource (xxiii, 424 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 504 | |a Includes bibliographical references (pages 399-416) and index. | ||
| 505 | 0 | |a Part One. Performance -- 1. Managed Futures and Hedge Funds : A Match Made in Heaven / Harry M. Kat -- 2. Benchmarking the Performance of CTAs / Lionel Martellini and Mathieu Vaissie -- 3. Performance of Managed Futures : Persistence and the Source of Returns / B. Wade Brorsen and John P. Townsend -- 4. CTA Performance, Survivorship Bias, and Dissolution Frequencies / Daniel Capocci -- 5. CTA Performance Evaluation with Data Envelopment Analysis / Gwenevere Darling, Kankana Mukherjee, and Kathryn Wilkens -- 6. The Performance of CTAs in Changing Market Conditions / Georges Hubner and Nicolas Papageorgiou -- 7. Simple and Cross-Efficiency of CTAs Using Data Envelopment Analysis / Fernando Diz [and others] -- Part Two. Risk and Managed Futures Investing -- 8. The Effect of Large Hedge Fund and CTA Trading on Futures Market Volatility / Scott H. Irwin and Bryce R. Holt -- 9. Measuring the Long Volatility Strategies of Managed Futures / Mark Anson and Ho Ho -- 10. The Interdependence of Managed Futures Risk Measures / Bhaswar Gupta and Manolis Chatiras -- 11. Managing Downside Risk in Return Distributions Using Hedge Funds, Managed Futures, and Commodity Indices / Mark Anson -- Part Three. Managed Futures Investing, Fees, and Regulation -- 12. Managed Futures Investing / James Hedges IV -- 13. The Effect of Management and Incentive Fees on the Performance of CTAs : A Note / Fernando Diz -- 14. Managed Futures Funds and Other Fiduciary Products : The Australian Regulatory Model / Paul U. Ali -- Part Four. Program Evaluation, Selection, and Returns -- 15. How to Design a Commodity Futures Trading Program / Hilary Till and Joseph Eagleeye -- 16. Choosing the Right CTA : A Contingent Claim Approach / Zsolt Berenyi -- 17. CTAs and Portfolio Diversification : A Study through Time / Nicolas Laporte -- 18. Random Walk Behavior of CTA Returns / Greg N. Gregoriou and Fabrice Rouah -- 19. CTA Strategies for Returns-Enhancing Diversification / David Kuo Chuen Lee, Francis Koh, and Kok Fai Phoon -- 20. Incorporating CTAs into the Asset Allocation Process : A Mean-Modified Value at Risk Framework / Maher Kooli -- 21. ARMA Modeling of CTA Returns / Vassilios N. Karavas and L. Joe Moffitt -- 22. Risk-Adjusted Returns of CTAs : Using the Modified Sharpe Ratio / Robert Christopherson and Greg N. Gregoriou -- 23. Time Diversification : The Case of Managed Futures / Francois-Serge Lhabitant and Andrew Green. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a 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. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Commodity trading advisors. | |
| 650 | 6 | |a Conseillers en placement de produits dérivés. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Commodity trading advisors |2 fast | |
| 700 | 1 | |a Gregoriou, Greg N., |d 1956- | |
| 758 | |i has work: |a Commodity trading advisors (Text) |1 https://id.oclc.org/worldcat/entity/E39PCH78wtXjFTxk7Yx6bV9CcP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Commodity trading advisors. |d Hoboken, N.J. : Wiley, ©2004 |z 0471681946 |w (DLC) 2004007925 |w (OCoLC)54929872 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=214332 |z Texto completo |
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