Commodity Trading Advisors: Risk, Performance Analysis, and Selection PDF (Adobe DRM) download by Greg N. Gregoriou

Commodity Trading Advisors: Risk, Performance Analysis, and Selection

Wiley
Publication date: October 2004
ISBN: 9780471689898
Digital Book format: PDF (Adobe DRM)

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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.
Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. 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). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Math?matique de Montr?al Scholar in the finance program at McGill University.
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Commodity Trading Advisors: Risk, Performance Analysis, and Selection PDF (Adobe DRM) download by Greg N. Gregoriou
Wiley, October 2004
ISBN: 9780471689898
EAN:  9780471689898
PDF (Adobe DRM)
List Price: $64.99 eBook price: $61.99
Commodity Trading Advisors: Risk, Performance Analysis, and Selection ePub (Adobe DRM) download by Greg N. Gregoriou
Wiley, September 2011
ISBN: 9781118160954
EAN:  9781118160954
ePub (Adobe DRM)
List Price: $64.99 eBook price: $61.99
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