Greyserman / Kaminski Trend Following with Managed Futures

The Search for Crisis Alpha
1. Auflage 2014
ISBN: 978-1-118-89104-9
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 464 Seiten, E-Book

Reihe: Wiley Trading Series

An all-inclusive guide to trend following
As more and more savvy investors move into the space, trendfollowing has become one of the most popular investment strategies.Written for investors and investmentmanagers, Trend Following with ManagedFutures offers an insightful overview of both the basicsand theoretical foundations for trend following. The book alsoincludes in-depth coverage of more advanced technical aspects ofsystematic trend following. The book examines relevant topics suchas:
* Trend following as an alternative asset class
* Benchmarking and factor decomposition
* Applications for trend following in an investmentportfolio
* And many more
By focusing on the investor perspective, Trend Followingwith Managed Futures is a groundbreaking and invaluableresource for anyone interested in modern systematic trendfollowing.

Autoren/Hrsg.

Greyserman, Alex

Kaminski, Kathryn

Über Autor(innen)

ALEX GREYSERMAN, PHD, is Chief Scientistat ISAM and serves as Adjunct Professor in the Graduate Program inMathematical Finance at Columbia University.
KATHRYN M. KAMINSKI, PHD, is the DeputyManaging Director of the Institute for Financial Research (SIFR),external market commentator for the CME Group, and affiliatedfaculty at the Stockholm School of Economics.