Managed Futures And Their Roles In Investment Portfolios
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Managed Futures And Their Roles In Investment Portfolios
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Author : Research Foundation of CFA Institute
language : en
Publisher:
Release Date : 1994-01-01
Managed Futures And Their Roles In Investment Portfolios written by Research Foundation of CFA Institute and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-01-01 with categories.
Managed Futures And Their Role In Investment Portfolios
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Author : Don Chance
language : en
Publisher: Wiley
Release Date : 1991-01-15
Managed Futures And Their Role In Investment Portfolios written by Don Chance and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-01-15 with Business & Economics categories.
One of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes-even though they can entail significant costs. This monograph provides an overview of the industry, discusses the advantages and disadvantages of managed futures, reviews their historical performance record, presents a method for evaluating their performance in a portfolio, and lays out how to establish a managed futures program.
Portfolio Investment Opportunities In Managed Futures
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Author : David M. Darst
language : en
Publisher: John Wiley & Sons
Release Date : 2013-03-20
Portfolio Investment Opportunities In Managed Futures written by David M. Darst and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-20 with Business & Economics categories.
New research and investment strategies for asset managers in managed futures 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 advantages and potential risks of managed futures, including historical background on futures, their advantages, risks involved, and key trends and drivers. The second section offers a summary of managed futures investment performance and correlation, including the performance of the major futures indices. The remaining sections provide an overview of the current investment landscape, a glossary of available indices, and important sources of further information. Portfolio Investment Opportunities in Managed Futures gives investors the information they need to make intelligent investment decisions in this important asset class. Covers key factors investors need to know about managed futures, including advantages, risks, and investment performance Written by David M. Darst, CFA, the bestselling author of The Little Book That Saves Your Assets Perfect for individual investors, financial advisors, and CFAs interested in how managed futures can meaningfully improve the risk-reward profile of their portfolios
Managed Futures In The Institutional Portfolio
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Author : Charles B. Epstein
language : en
Publisher: John Wiley & Sons
Release Date : 1992-08-04
Managed Futures In The Institutional Portfolio written by Charles B. Epstein and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-08-04 with Business & Economics categories.
Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporations are using managed futures. Written by over a dozen top experts in the fields of futures fund and portfolio management.
Managed Trading
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Author : Jack D. Schwager
language : en
Publisher: John Wiley & Sons
Release Date : 1996-09-06
Managed Trading written by Jack D. Schwager and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-09-06 with Business & Economics categories.
An in-depth investigation into the increasingly popular investment: managed futures—written by one of the world's leading authorities "Jack Schwager has written the definitive book on managed futures investing. It is exhaustive in coverage, and the analysis is exceptionally rigorous. The writing is refreshingly candid and sure to provoke discussion on many important topics in the managed futures industry. This book should be required reading for anyone considering investing in managed futures." —Scott Irwin Professor, The Ohio State University "Jack continues to be both an educator and a portfolio manager. Managed Trading is a wonderful book and much needed in the industry. I consider it required reading for investors and financial industry professionals. Finally, a road map which outlines and explores investment issues succinctly." —M. Elaine Crocker President, Moore Capital Management, Inc. "This book is a 'must-read' for anyone thinking of investing in managed futures. Schwager combines the best of academic research on managed futures investments with his own practitioner experience to provide a comprehensive and insightful analysis of the managed futures industry." —Franklin R. Edwards Arthur F. Burns, Professor, Finance and Economics Columbia Business School "The futures markets will continue to grow worldwide. You should read Jack Schwager whether you are contemplating such investments or are already investing, or even if you just want to understand what is happening." —Jim Rogers Author, Investment Biker "Schwager puts managed futures in its proper perspective as a portfolio investment, providing the reader a complete and enlightening tour of the managed futures world. His writing style makes for easy reading and his common sense and good judgment shine through as he surveys the academic literature, linking the practical and the theoretical in evaluating these investments. New investors and old hands alike will find this a 'must buy and hold' book." —Mark J. Powers President, Powers & Dubin Asset Allocation and Management Co. Editor, The Journal of Futures Markets
Managed Futures For Institutional Investors
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Author : Galen Burghardt
language : en
Publisher: John Wiley & Sons
Release Date : 2011-05-03
Managed Futures For Institutional Investors written by Galen Burghardt and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-03 with Business & Economics categories.
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 process. Backed by years of institutional experience, the authors reveal the opportunities offered by managed futures. They also include information on practices in the managed futures area and present the various analytical tools and building blocks required to use managed futures effectively. The book also contains insight on the issues that must be addressed when building and evaluating portfolios. Shows where to find data to evaluate managed futures and explains how managed futures are regulated Offers guidance on how to apply classic portfolio construction tools to managed futures Reveals how managed futures investments can help investors evaluate and meet risk, return, and liquidity objectives Managed Futures for Institutional Investors provides all the practical information to manage this type of investment well.
Hedge Funds
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Author : IMCA
language : en
Publisher: John Wiley & Sons
Release Date : 2003-03-10
Hedge Funds written by IMCA and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-03-10 with Business & Economics categories.
A well-rounded hedge fund guide for the serious financial professional Alternative investment strategies-hedge funds in particular-have experienced a significant resurgence recently, largely in response to the dramatic downturn of the global equity markets. In response to this explosion in popularity, this book focuses on many of the best moneymaking strategies related to these alternative investment vehicles. IMCA (The Investment Management Consultants Association) is a professional association established in 1985, representing the investment consulting profession in the U.S. and Canada. Kenneth S. Phillips is a member of the IMCA Advisory Council and Managing Principal of Capital Partners, LLC. Ron Surz, CIMA, is a member of the IMCA Board of Directors and the President of PPCA Inc.
Following The Trend
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Author : Andreas F. Clenow
language : en
Publisher: John Wiley & Sons
Release Date : 2023-02-28
Following The Trend written by Andreas F. Clenow and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-02-28 with Business & Economics categories.
“Following the Trend is an absolute must read for anyone with an interest in systematic trend following whether as an investor, trader, or aspiring manager. The book is at the same time comprehensive and easy to read. As someone who has designed these types of systems, it is absolutely clear to me that Clenow writes as a knowledgeable practitioner, not an armchair theoretician. I admired Clenow’s repeatedly pointing out real life difficulties and drawbacks and his refusal to use optimization or well-chosen examples as virtually all other books of this type tend to do. In short, this is a real life presentation of the subject matter. In one particularly innovative chapter, Clenow creates close replications of some of the best and largest trend-following funds by combining his set of simple, non-optimized rules with variations in portfolio composition and volatility level.” — Jack Schwager, Author of the Market Wizards and Schwager on Futures series, and Market Sense and Nonsense Praise for the first edition “Andreas F. Clenow has written a very unique book that provides a rare insight into how an actual CTA hedge fund manager trades. Backing up all his claims with hard research, he cuts right to the point and educates the reader about how the real value of trend-following futures trading is achieved and how to replicate the success of the major hedge funds. A must read and an essential part of any serious trader’s library!” —Carl Gyllenram, CEO, Ability Asset Management and Author of the Trading with Crowd Psychology “Following the Trend truly captures what it is to be a systematic manager day in and day out. It is a must read for someone with ambitions to create his own systematic fund; highly recommended for everyone who is planning to invest in or understand the intricacies of systematic strategies.” —Sanjiv Kumar, Principal, Fort LP. “In this excellent work, Andreas has shed light on some very important and previously undocumented aspects of trend following. This book should be of great interest to Managed Futures managers and investors alike.” —Nigol Koulajian, Founder, Quest Partners, LLC “This is a must-read for anyone involved in trading markets. The thoughtful analysis of how models work and fail will help anyone interested in trading futures. This book adds to the short list of intelligent analysis available for investors to beat the market.” —Robert Savage, CEO, Track.com “If you want to trade professionally by managing other people’s money, then this is one of the first books I recommend that you read.” — Van K. Tharp, Ph.D., Author of the Trade Your Way to Financial Freedom, Super Trader, and The Definitive Guide to Position Sizing Strategies. “Trend following is the largest sub-category of managed futures, driven by the market environment of price persistence. Andreas has taken a complicated topic and provided an insightful viewpoint.” — Mark H. Melin, Author of the High-Performance Managed Futures and Editor of Opalesque Futures Intelligence “A no- nonsense view into the real world of trend following and how it can be done.” —Kathryn M. Kaminski, PhD, CIO and Founder, Alpha K Capital
High Performance Managed Futures
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Author : Mark H. Melin
language : en
Publisher: John Wiley & Sons
Release Date : 2010-08-13
High Performance Managed Futures written by Mark H. Melin and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-13 with Business & Economics categories.
A provocative and insightful look at using managed futures to diversify investment portfolios Financial advisors have long ignored managed futures. Yet, in the past thirty years, managed futures have significantly outperformed traditional stock and bond investments. In High-Performance Managed Futures: The New Way to Diversity Your Portfolio, author Mark H. Melin advises investors to question the commonly held belief of stocks and bonds, buy and hold. The first book of its kind, Melin advances a Nobel Prize winning investment method that’s been updated for today’s world to describe how managed futures can be used to design portfolios independent of the ups and downs of the stock market. The book: • Details a new path for managing investments that’s not entirely dependent on the economy at large • Describes meaningful asset diversification, while exposing Wall Street myths on the subject Many of today’s investor’s are betrayed by either short-term thinking or the now outdated buy and hold investing philosophy. High-Performance Managed Futures details how to develop a stock market neutral investment portfolio designed for success in the long-term.
Trend Following With Managed Futures
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Author : Alex Greyserman
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-25
Trend Following With Managed Futures written by Alex Greyserman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-25 with Business & Economics categories.
An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.