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Portfolio investment opportunities in managed futures /
Research and investment strategies for asset managers in managed futures/b In this handy new e-book, bestselling author David M. Darst provides the latest information on managed futures and their appropriate role within investment portfolios. The first section of the e-book covers select investment...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
2013.
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| Colección: | Wiley RealTime Finance.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Portfolio Investment Opportunities in MANAGED FUTURES; Contents; About the Author; Introduction; 1 Select Investment Advantages and Potential Risks of Managed Futures; Historical Background on Futures and Managed Futures; Distinguishing between Physical Commodities, Futures, and Managed Futures; Select Advantages of Managed Futures; Low Correlations with Many Other Asset Classes; Returns Generation in Varying Financial Conditions; Favorable Performance during Periods of Financial Market Dislocation; Exposure to a Broad Spectrum of Assets and Markets.
- Disciplined Quantitative Underpinning to Approach; Asset Class Characteristics; Diversification; Access and Exposure; Protection; Potential Investment Risks of Managed Futures Funds; Reduced Liquidity and High Fee Levels; Suitability; Capital Drawdowns; Correlations Patterns; Possible Misapplication of Trading Disciplines; Exposure to Systemic Threats; Placing Managed Futures in an Investment Context; Essential Differences between Managed Futures and Other Asset Classes; Select Risk Management Strategies Pursued by Managed Futures Advisers; Diversification; Liquidity; Volatility.
- Quantification; Budgeting; Leverage; Modeling; Special Considerations Associated with Managed Futures Funds; Tax Reporting; Liquidity; Minimum Net Worth and Income Requirements; Documentation Requirements; Single-Manager versus Multiple-Manager Risk; Fees and Expenses Associated with Managed Futures Funds; Level and Complexity of Fees; Multiple Fees; Fees in Relation to Aggregate Positions; Variations on Fees; Fee Review; Investment Approaches of Managed Futures Funds; Systematic Investment Approach; Discretionary Investment Approach; Select Insights into Managed Futures Returns Patterns.
- Factors Influencing Capital Drawdowns; Unusual Price Behavior; Determinants of the Use of Leverage; Elements of Success in Managed Futures Trading; Costs of Stop-Loss Disciplines; Post-Drawdown Capital Recovery; Managed Futures Funds Compared with Hedge Funds; Trend Characteristics and Underlying Drivers of Managed Futures; Evolution of the Futures Markets; Actively Traded Futures and Options Contracts in the United States; 2 Summary of Managed Futures Investment Performance and Correlation; Select Managed Futures Indices' Performance.
- Managed Futures Returns during Financial Market Dislocations; The Barclay CTA Index and Survivorship Bias; Patterns of Managed Futures Returns; The CISDM CTA Equal-Weighted Index; Analysis of Select Asset Class Returns; Monthly and Annual Returns Data, 1994-2009; Monthly Returns Data, 1994-2009; Annual Returns Data, 1994-2009; 3 Overview of the Investment Landscape; Global Futures Exchanges and Clearinghouses; 4 Glossary of Indexes; 5 Select Information Sources; Web Sites; Books; Journals/Publications; Acknowledgments.