Managed Futures in the Institutional Portfolio

Gebonden Engels 1992 9780471529835
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9780471529835
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:336

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Inhoudsopgave

THE FOUNDATIONS.
<br />
<br /> The Potential Role of Managed Futures in Institutional Pension Portfolios (S. Irwin).
<br />
<br /> Using Alternative Investment Strategies and Managed Futures Accounts in Pension Portfolios (M. Dunmire).
<br />
<br /> Multi–Manager Commodity Portfolios: A Risk/Return Analysis (T. Schneeweis, et al.).
<br />
<br /> APPLICATIONS OF MANAGED FUTURES INVESTING.
<br />
<br /> Evaluating Commodity Trading Advisors (L. Doerrer).
<br />
<br /> A Guide to Organizing a Commodity Pool (M. Mitchell &amp; D. Kozak).
<br />
<br /> Fiduciary Selection and Prohibited Transactions Under ERISA (J. Collins &amp; D. Dygert).
<br />
<br /> U.S.
<br />
<br /> Accounting and Taxation for Managed Futures and Options (G. Mangieri &amp; J. Oliver).
<br />
<br /> Managed Futures: The Consultant′s View (H. Marmer).
<br />
<br /> The Financial Considerations of Futures Execution and Clearing (P. Bennett).
<br />
<br /> Inflation Hedging with Unleveraged Futures (S. Hanke &amp; C. Culp).
<br />
<br /> Futures Versus Stocks: A Risk Comparison (P. Matthews &amp; P. Magnollay).
<br />
<br /> Chapter Notes.
<br />
<br /> Index.

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        Managed Futures in the Institutional Portfolio