Managed Futures for Institutional Investors (eBook)

Analysis and Portfolio Construction

Galen Burghardt, Brian Walls (Autoren)

eBook Download: EPUB

2011 | 1. Auflage
368 Seiten
John Wiley & Sons (Verlag)
978-1-118-10312-8 (ISBN)

Infos

A practical guide to institutional investing success

Managed Futures for Institutional Investors is an
essential guide that walks you through the important questions that
need to be addressed before investing in this asset class and
contains helpful direction for investors during the investing
process.

Backed by years of institutional experience, the authors reveal
the opportunities offered by managed futures. They also include
information on practices in the managed futures area and present
the various analytical tools and building blocks required to use
managed futures effectively. The book also contains insight on the
issues that must be addressed when building and evaluating
portfolios.

* Shows where to find data to evaluate managed futures and
explains how managed futures are regulated

* Offers guidance on how to apply classic portfolio construction
tools to managed futures

* Reveals how managed futures investments can help investors
evaluate and meet risk, return, and liquidity objectives

Managed Futures for Institutional Investors provides all
the practical information to manage this type of investment
well.

Autor

GALEN BURGHARDT is Director of Research for Newedge USA, LLC, a joint venture between Calyon and Société Générale. He is the lead author of The Treasury Bond Basis and The Eurodollar Futures and Options Handbook, which are standard texts for users of financial futures. He was an adjunct professor of finance in the University of Chicago's Graduate School of Business (now the Booth School). He was the head of financial research for the Chicago Mercantile Exchange, and gained access to the world of futures through his work in the Capital Markets Section of the Federal Reserve Board. His PhD in economics is from the University of Washington in Seattle. BRIAN WALLS is the Global Head of Research at Newedge Prime Brokerage, the foremost provider of brokerage services to the managed futures industry. He has worked in the financial services industry for thirty years in the various capacities of trading, operations, management, and research. He was a pioneer of capital introduction services and is a sought after and trusted advisor to many Commodity Trading Advisors, global macro managers, fund of funds and institutional investors. He is the chairman of the Newedge Index Committee.

Produkt-Details

• Erscheint lt. Verlag: 6.4.2011
• Reihe/Serie: Bloomberg Professional
• Reihe/Serie: Bloomberg Professional
• Sprache: englisch
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Schlagworte: Finance & Investments • Finance & Investments Special Topics • Finanz- u. Anlagewesen • Spezialthemen Finanz- u. Anlagewesen
• ISBN-10: 1-118-10312-2 / 1118103122
• ISBN-13: 978-1-118-10312-8 / 9781118103128