Commodity Trading Advisors: Risk, Performance Analysis, And Selection
Publisher: John Wiley & Sons Inc | ISBN: 0471681946 | edition 2004 | PDF | 424 pages | 6,58 mb
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.