Synopses & Reviews
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 corporations are using managed futures. Written by over a dozen top experts in the fields of futures fund and portfolio management.
Synopsis
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 corporations are using managed futures. Written by over a dozen top experts in the fields of futures fund and portfolio management.
Table of Contents
THE FOUNDATIONS.
The Potential Role of Managed Futures in Institutional Pension Portfolios (S. Irwin).
Using Alternative Investment Strategies and Managed Futures Accounts in Pension Portfolios (M. Dunmire).
Multi-Manager Commodity Portfolios: A Risk/Return Analysis (T. Schneeweis, et al.).
APPLICATIONS OF MANAGED FUTURES INVESTING.
Evaluating Commodity Trading Advisors (L. Doerrer).
A Guide to Organizing a Commodity Pool (M. Mitchell & D. Kozak).
Fiduciary Selection and Prohibited Transactions Under ERISA (J. Collins & D. Dygert).
U.S.
Accounting and Taxation for Managed Futures and Options (G. Mangieri & J. Oliver).
Managed Futures: The Consultant's View (H. Marmer).
The Financial Considerations of Futures Execution and Clearing (P. Bennett).
Inflation Hedging with Unleveraged Futures (S. Hanke & C. Culp).
Futures Versus Stocks: A Risk Comparison (P. Matthews & P. Magnollay).
Chapter Notes.
Index.