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Commodity Trading Advisors Risk, Performance Analysis, and Selection (Wiley Finance)
ISBN: 0471681946     Date Published: 2004-09-24     Author(s): Don L. McLeish
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Hardcover
Wiley
424 Pages
 
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06/20/2013 01:33:18
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Editorial Review - Book Description:


Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs
Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor`s perspective. A contributed work, its editors and contributing authors are among today`s leading voices on the topic of commodity trading advisors and a veritable "Who`s Who" in hedge fund and CTA research.
Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal Scholar in the finance program at McGill University.
 
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Commodity Trading Advisors: Risk, Performance Analysis, and Selection..., January 4, 2013 ByJx - See all my reviews Amazon Verified Purchase(What's this?) This review is from: Commodity Trading Advisors: Risk, Performance Analysis, and Selection (Wiley Finance) (Hardcover) Commodity Trading Advisors: Risk, Performance Analysis, and Selection... THE BOOK IS OK NO OTHER SPECIAL COMMENTS FOR A BOOK BUYING AT AMAZON THANK YOU Help other customers find the most helpful People found the following review helpful.

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