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Performance, Managerial Skill, and Factor Exposures in Commodity Trading Advisors and Managed Futures Funds
Language: en
Pages: 154
Authors: S. Burcu Avci
Categories: Business & Economics
Type: BOOK - Published: 2019-10-15 - Publisher: Dissertation.com

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Understanding risk is important. Prior to 2008, as the yields on safe assets hit rock bottom, investors began to focus on an alphabet soup of more complex instr
Performance, Managerial Skill, and Factor Exposures in Commodity Trading Advisors and Managed Futures Funds
Language: en
Pages:
Authors: Sureyya Burcu Avci
Categories: Commodity futures
Type: BOOK - Published: 2019 - Publisher:

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"Understanding risk is important. Prior to 2008, as the yields on safe assets hit rock bottom, investors began to focus on an alphabet soup of more complex inst
Performance Persistence for Managed Futures
Language: en
Pages:
Authors: B. Wade Brorsen
Categories:
Type: BOOK - Published: 2003 - Publisher:

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Past literature on managed futures funds has found little evidence that the top performing funds can be predicted. But, the past literature has used small datas
Post Modern Investment
Language: en
Pages: 349
Authors: Garry B. Crowder
Categories: Business & Economics
Type: BOOK - Published: 2012-11-08 - Publisher: John Wiley & Sons

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Debunking outdated and inaccurate beliefs about investment management and reveals the new realities of the post-modern financial markets There have been a lot o
Investment Performance Measurement
Language: en
Pages: 997
Authors: Philip Lawton, CIPM
Categories: Business & Economics
Type: BOOK - Published: 2009-04-28 - Publisher: John Wiley & Sons

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Investment Performance Measurement Over the past two decades, the importance of measuring, presenting, and evaluating investment performance results has dramati