Managed Futures: Performance, Evaluation and Analysis of Commodity Funds, Pools and Accounts (Institutional Investor Publication) - Hardcover

Peters

Hardcover

ISBN 10: 1557382913 ISBN 13: 9781557382917

Publisher: Irwin Professional Publishing, 1992

Synopsis

Managed futures, professionally managed investments in commodity and financial futures market, are rapidly growing in popularity and acceptance due to their potential returns and to their diversification and inflation hedging potential. While small in comparison to stocks and bonds, there are over $25 billion today in managed futures!
In Managed Futures: Performance, Evaluation and Analysis of Commodity Funds, Pools and Accounts, the top researchers in the industry examine managed futures in theory and application, explaining both the theoretical and methodological basis for performance. Landmark research is recreated in its entirety to present a cohesive picture of the product and an authoritative reference for institutional portfolio investors, pension fund managers and researchers. Included are the works of renowned experts, such as: John Lintner, Scott H. Irwin, Zvi Bodie, Anthony F. Herbst, Edwin J. Elton, Chang F. Lee and J. Austin Murphy.
Editor Carl Peters furnishes management summaries as well as an introductory chapter that provides investors with a cohesive overview of this asset category and lays out the important issues explored in subsequent chapters. Topics in this important anthology include: Managed Futures as a Hedge Against Inflation, Risk and Return in Commodity Futures, The Stock Market and the Commodity Futures Markets, Portfolio Design Using Managed Futures, Managed Futures in Global Asset Allocation, and Institutional Perspectives of Potential Performance.

Edition details

• Publisher: Irwin Professional Publishing
• Publication date: 1992
• Language: English
• ISBN 10: 1557382913
• ISBN 13: 9781557382917
• Binding: Hardcover
• Number of pages: 400
• Editor: Peters Carl C.