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Managed Futures in the Institutional Portfolio Book

Managed Futures in the Institutional Portfolio
Managed Futures in the Institutional Portfolio, Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporatio, Managed Futures in the Institutional Portfolio has a rating of 3.5 stars
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Managed Futures in the Institutional Portfolio, Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporatio, Managed Futures in the Institutional Portfolio
3.5 out of 5 stars based on 2 reviews
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  • Managed Futures in the Institutional Portfolio
  • Written by author Charles B. Epstein
  • Published by Wiley, John & Sons, Incorporated, April 1992
  • Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporatio
  • Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporatio
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Foreword
Preface
1Introduction: Managed Futures Come of Age1
Pt. 1The Foundations33
2The Potential Role of Managed Futures in Institutional Pension Portfolios35
3Using Alternative Investment Strategies and Managed Futures Accounts in Pension Portfolios55
4Multi-Manager Commodity Portfolios: A Risk/Return Analysis81
Pt. 2Applications of Managed Futures Investing103
5Evaluating Commodity Trading Advisors105
6A Guide to Organizing a Commodity Pool137
7Fiduciary Selection and Prohibited Transactions Under ERISA147
8U.S. Accounting and Taxation for Managed Futures and Options185
9Managed Futures: The Consultant's View211
10The Financial Considerations of Futures Execution and Clearing231
11Inflation Hedging with Unleveraged Futures253
12Futures versus Stocks: A Risk Comparison265
Chapter Notes283
Index301


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Managed Futures in the Institutional Portfolio, Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporatio, Managed Futures in the Institutional Portfolio

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Managed Futures in the Institutional Portfolio, Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporatio, Managed Futures in the Institutional Portfolio

Managed Futures in the Institutional Portfolio

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Managed Futures in the Institutional Portfolio, Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporatio, Managed Futures in the Institutional Portfolio

Managed Futures in the Institutional Portfolio

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