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Managed futures for institutional investors : analysis and portfolio construction /

A practical guide to institutional investing success Managed Futures for Institutional Investors is an essential guide that walks you through the important questions that need to be addressed before investing in this asset class and contains helpful direction for investors during the investing proce...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Burghardt, Galen
Otros Autores: Walls, Brian
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, ©2011.
Colección:Bloomberg financial series.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Managed futures for institutional investors :  |b analysis and portfolio construction /  |c Galen Burghardt, Brian Walls. 
260 |a Hoboken, N.J. :  |b John Wiley & Sons,  |c ©2011. 
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490 1 |a Bloomberg financial series 
504 |a Includes bibliographical references (pages 431-432) and indexes. 
588 0 |a Print version record. 
505 0 |a pt. 1. A practical guide to the industry -- pt. 2. Building blocks -- pt. 3. Portfolio construction. 
505 0 |a Part I, A practical guide to the industry. 1, Understanding returns -- 2, Where are the data? -- 3, Structuring your investment : frequently asked questions -- Part II,: Building blocks. 4, How trend following works -- 5, Two benchmarks for momentum trading -- 6, The value of daily return data -- 7, Every drought ends in a rainstorm: mean reversion, momentum, or serial independence? -- 8, Understanding drawdowns -- 9, How stock price volatility affects returns -- 10, The costs of active management -- 11, Measuring market impact and liquidity -- Part III, Portfolio construction. 12, Superstars versus teamwork -- 13, A new look at constructing teamwork portfolios -- 14, Correlations and holding periods : the research basis for the newedge alternativeedge short-term traders index -- 15, "There are known unknowns" : the drag of imperfect estimates -- Bibliography -- About the authors - Index. 
520 |a A practical guide to institutional investing success Managed Futures for Institutional Investors is an essential guide that walks you through the important questions that need to be addressed before investing in this asset class and contains helpful direction for investors during the investing process. Backed by years of institutional experience, the authors reveal the opportunities offered by managed futures. They also include information on practices in the managed futures area and present the various analytical tools and building blocks required to use managed futures effectively. The book. 
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650 0 |a Futures. 
650 0 |a Portfolio management. 
650 0 |a Institutional investors. 
650 0 |a Futures market. 
650 6 |a Marchés à terme. 
650 6 |a Gestion de portefeuille. 
650 6 |a Investisseurs institutionnels. 
650 7 |a BUSINESS & ECONOMICS  |x Investments & Securities  |x Futures.  |2 bisacsh 
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650 7 |a Futures  |2 fast 
650 7 |a Institutional investors  |2 fast 
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