Commodity Trading Advisors

Greg N. Gregoriou, Vassilios N. Karavas, François-Serge Lhabitant, Fabrice Douglas Rouah - Collection Wiley Finance

424 pages, parution le 15/11/2004

Ajouter à une liste

Indisponible

Résumé

Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs

Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research.

L'auteur - Greg N. Gregoriou

Greg N. Gregoriou is Associate Professor of Finance and coordinator of faculty research in the School of Business and Economics at State University of New York, College at Plattsburgh. He obtained his PhD (Finance) from the University of Quebec at Montreal and is the hedge fund editor for the peer-reviewed journal Derivatives Use, Trading and Regulation published by Henry Stewart Publications based in the U.K. He has authored over 40 articles on hedge funds, and managed futures in various US and UK peer-reviewed publications, including the Journal of Futures Markets, European Journal of Finance, Journal of Asset Management, European Journal of Operational Research, and Annals of Operations Research. This is his fourth book with John Wiley & Sons.

L'auteur - Vassilios N. Karavas

Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners.

L'auteur - François-Serge Lhabitant

Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland).

Autres livres de François-Serge Lhabitant

Hedge funds

Découvrir tous les livres de François-Serge Lhabitant

L'auteur - Fabrice Douglas Rouah

Fabrice Douglas Rouah is a Senior Quantitative Analyst at a large financial firm in Boston. He is coauthor and coeditor of four books on hedge funds and CTAs. This is his third book with John Wiley & Sons.

Sommaire

Performance
Risk and Managed Futures Investing
Managed Futures Investing, Fees, and Regulation
Program Evaluation, Selection, and Returns

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Greg N. Gregoriou, Vassilios N. Karavas, François-Serge Lhabitant, Fabrice Douglas Rouah
Collection	Wiley Finance
Parution	15/11/2004
Nb. de pages	424
Format	16 x 23,5
Couverture	Relié
Poids	603g
Intérieur	Noir et Blanc
EAN13	9780471681946
ISBN13	978-0-471-68194-6