Commodity Trading Advisors Risk, Performance Analysis, and Selection
| Author/creator | Gregoriou, Greg N., 1956- Editor |
| Other author | Karavas, Vassilios Editor |
| Other author | Rouah, Fabrice Editor |
| Other author | Lhabitant, François-Serge Editor |
| Format | Electronic |
| Publication Info | Wiley [Imprint] Hoboken : John Wiley & Sons, Incorporated |
| Description | 424 p. ill 23.500 x 016.050 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Subjects |
| Series | Wiley Finance Ser. |
| Summary | Annotation Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs<br />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.<br />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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2004007925 |
| ISBN | 9780471681946 |
| ISBN | 0471681946 (Trade Cloth) Active Record |
| Standard identifier# | 9780471681946 |
| Stock number | 00028608 |