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Commodity trading advisors

Commodity trading advisors
risk, perfomance analysis, and selection

  • ISBN: 9780471681946
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
  • Colección: Wiley Series in Finance
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 424
  • Idiomas: Inglés

Papel: Cartoné
105,01 €
Sin Stock. Envío en 3/4 semanas.

Resumen

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.

Aut. Greg N. Gregoriou...[et.al]

Resumen

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