MARC Record from marc_columbia

LEADER: 04762cam a22003494a 4500
001 4895809
005 20221109194503.0
008 040408t20042004njua b 001 0 eng
010 $a 2004007925
020 $a0471681946 (cloth)
035 $a(OCoLC)ocm54929872
035 $a(NNC)4895809
035 $a4895809
040 $aDLC$cDLC$dC#P$dOrLoB-B
042 $apcc
050 00 $aHG6046.5$b.C66 2004
082 00 $a332.64/4$222
245 00 $aCommodity trading advisors :$brisk, performance analysis, and selection /$c[edited by] Greg N. Gregoriou [and others].
260 $aHoboken, N.J. :$bWiley,$c[2004], ©2004.
300 $axxiii, 424 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aWiley finance series
504 $aIncludes bibliographical references (p. 399-416) and index.
505 00 $gCh. 1.$tManaged futures and hedge funds : a match made in heaven /$rHarry M. Kat -- $gCh. 2.$tBenchmarking the performance of CTAs /$rLionel Martellini and Mathieu Vaissie -- $gCh. 3.$tPerformance of managed futures : persistence and the source of returns /$rB. Wade Brorsen and John P. Townsend -- $gCh. 4.$tCTA performance, survivorship bias, and dissolution frequencies /$rDaniel Capocci -- $gCh. 5.$tCTA performance evaluation with data envelopment analysis /$rGwenevere Darling, Kankana Mukherjee and Kathryn Wilkens -- $gCh. 6.$tThe performance of CTAs in changing market conditions /$rGeorges Hubner and Nicolas Papageorgiou -- $gCh. 7.$tSimple and cross-efficiency of CTAs using data envelopment analysis /$rFernando Diz, Greg N. Gregoriou, Fabrice Rouah and Stephen E. Satchell -- $gCh. 8.$tThe effect of large hedge fund and CTA trading on futures market volatility /$rScott H. Irwin and Bryce R. Holt -- $gCh. 9.$tMeasuring the long volatility strategies of managed futures /$rMark Anson and Ho Ho -- $gCh. 10.$tThe interdependence of managed futures risk measures /$rBhaswar Gupta and Manolis Chatiras -- $gCh. 11.$tManaging downside risk in return distributions using hedge funds, managed futures, and commodity indices /$rMark Anson -- $gCh. 12.$tManaged futures investing /$rJames Hedges IV -- $gCh. 13.$tThe effect of management and incentive fees on the performance of CTAs : a note /$rFernando Diz -- $gCh. 14.$tManaged futures funds and other fiduciary products : the Australian regulatory model /$rPaul U. Ali -- $gCh. 15.$tHow to design a commodity futures trading program /$rHilary Till and Joseph Eagleeye -- $gCh. 16.$tChoosing the right CTA : a contingent claim approach /$rZsolt Berenyi -- $gCh. 17.$tCTAs and portfolio diversification : a study through time /$rNicolas Laporte -- $gCh. 18.$tRandom walk behavior of CTA returns /$rGreg N. Gregoriou and Fabrice Rouah -- $gCh. 19.$tCTA strategies for returns-enhancing diversification /$rDavid Kuo Chuen Lee, Francis Koh and Kok Fai Phoon -- $gCh. 20.$tIncorporating CTAs into the asset allocation process : a mean-modified value at risk framework /$rMaher Kooli -- $gCh. 21.$tARMA modeling of CTA returns /$rVassilios N. Karavas and L. Joe Moffitt -- $gCh. 22.$tRisk-adjusted returns of CTAs : using the modified Sharpe ratio /$rRobert Christopherson and Greg N. Gregoriou -- $gCh. 23.$tTime diversification : the case of managed futures /$rFrancois-Serge Lhabitant and Andrew Green.
520 1 $a"Although much of the information related to CTAs can be technical in nature, Commodity Trading Advisors distills the knowledge of experts within this field in the most straightforward and accessible way possible. You'll become familiar with many of the benefits and risks associated with CTAs as well as the risk/return characteristics of a number of different strategies implemented by them. You'll also learn about important CTA selection and monitoring issues, such as evaluation, returns, and tracking." "Filled with in-depth insights and practical advice, Commodity Trading Advisors can help you - whether you're an institutional investor, pension fund manager, endowment fund, or high-net-worth individual - understand the complexities of this alternative investment opportunity, and show you how to use CTAs as a portfolio diversification tool that can mitigate downside risk in any market."--BOOK JACKET.
650 0 $aCommodity trading advisors.$0http://id.loc.gov/authorities/subjects/sh95008436
700 1 $aGregoriou, Greg N.,$d1956-$0http://id.loc.gov/authorities/names/n2003104504
830 0 $aWiley finance series.$0http://id.loc.gov/authorities/names/n00091597
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/description/wiley042/2004007925.html
856 41 $3Table of contents$uhttp://www.loc.gov/catdir/toc/ecip0416/2004007925.html
852 00 $boff,bus$hHG6046.5$i.C66 2004