By Greg N. Gregoriou,Vassilios Karavas,François-Serge Lhabitant,Fabrice D. Rouah

Authoritative, updated study and research that gives a dramatic new realizing of the rewards-and risks-of making an investment in CTAs
Commodity buying and selling Advisors (CTAs) are an more and more well known and most likely ecocnomic funding substitute for institutional traders and high-net-worth contributors. Commodity buying and selling Advisors is without doubt one of the first books to review their functionality intimately and study the "survivorship bias" found in CTA functionality info. This booklet investigates the numerous merits and hazards linked to CTAs, studying the risk/return features of a few assorted options deployed via CTAs from a worldly investor's point of view. A contributed paintings, its editors and contributing authors are between latest best voices related to commodity buying and selling advisors and a veritable "Who's Who" in hedge fund and CTA research.
Greg N. Gregoriou (Plattsburgh, long island) is a traveling Assistant Professor of Finance and learn Coordinator within the institution of industrial and Economics on the nation college of recent York. Vassilios N. Karavas (Amherst, MA) is Director of study at Schneeweis companions. Francois-Serge Lhabitant (Coppet, Switzerland) is a reputation learn Fellow, and a Professor of Finance at EDHEC (France) and at HEC college of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal pupil within the finance software at McGill University.

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Commodity Trading Advisors: Risk, Performance Analysis, and Selection (Wiley Finance) by Greg N. Gregoriou,Vassilios Karavas,François-Serge Lhabitant,Fabrice D. Rouah


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