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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley & Sons,
©2011.
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| Colección: | Bloomberg financial series.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- pt. 1. A practical guide to the industry
- pt. 2. Building blocks
- pt. 3. Portfolio construction.
- 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.