Burghardt / Walls Managed Futures for Institutional Investors

Analysis and Portfolio Construction
1. Auflage 2011
ISBN: 978-0-470-87922-1
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 368 Seiten, E-Book

Reihe: Bloomberg Professional

A practical guide to institutional investing success
Managed Futures for Institutional Investors is anessential guide that walks you through the important questions thatneed to be addressed before investing in this asset class andcontains helpful direction for investors during the investingprocess.
Backed by years of institutional experience, the authors revealthe opportunities offered by managed futures. They also includeinformation on practices in the managed futures area and presentthe various analytical tools and building blocks required to usemanaged futures effectively. The book also contains insight on theissues that must be addressed when building and evaluatingportfolios.
* Shows where to find data to evaluate managed futures andexplains how managed futures are regulated
* Offers guidance on how to apply classic portfolio constructiontools to managed futures
* Reveals how managed futures investments can help investorsevaluate and meet risk, return, and liquidity objectives
Managed Futures for Institutional Investors provides allthe practical information to manage this type of investmentwell.

Autoren/Hrsg.

Burghardt, Galen

Walls, Brian

Über Autor(innen)

Galen Burghardt is Director of Research for Newedge USA,LLC, a joint venture between Calyon and SociétéGénérale. He is the lead author of The Treasury BondBasis and The Eurodollar Futures and Options Handbook, whichare standard texts for users of financial futures. He was anadjunct professor offinance in the University of Chicago's GraduateSchoolof Business (now the Booth School). He was the headoffinancial research for the Chicago Mercantile Exchange, and gainedaccess to the world of futures through his work in the CapitalMarkets Section of the Federal Reserve Board. His PhD in economicsis from the University of Washington in Seattle.
Brian Walls is the Global Head of Research at NewedgePrime Brokerage, the foremost provider of brokerage services to themanaged futures industry. ¿He has worked in the financialservices industry for thirty years in the various capacities oftrading, operations, management, and research. ¿He was apioneer of capital introduction services and is a sought after andtrusted advisor to many Commodity Trading Advisors, global macromanagers, fund of funds and institutional investors. He is thechairman of the Newedge Index Committee.