Managed Futures for Institutional Investors : Analysis and Portfolio Construction

by Galen Burghardt; Brian Walls

• ISBN13: 9780470879221
• ISBN10: 047087922X
• Format: eBook
• Copyright: 2011-03-01
• Publisher: Bloomberg Press

Summary

Managed Futures for Institutional Investors will guide investors through all the important questions that need to be addressed before and while investing in this asset class. This is the essential reference guide for institutional investors interested in exploring the opportunities offered by managed futures. The book is divided into three parts. Part I is a guide to business practices in the managed futures area; part II presents the various analytical tools and building blocks required to use managed futures effectively; part III covers the important questions and issues that must be addressed in the building and evaluation of portfolios. The authors cover such issues as where to find data to evaluate managed futures, how managed futures are regulated, how to apply classic portfolio construction tools to managed futures, and how managed futures investments can help them think about and meet risk, return, and liquidity objectives. The book provides all the practical information to manage those investments well.