Commodity Trading Advisors
Risk, Performance Analysis, and Selection
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Beschreibung
Authoritative, up-to-date research and analysis that provides adramatic new understanding of the rewards-and risks-of investing inCTAs
Commodity Trading Advisors (CTAs) are an increasingly popular andpotentially profitable investment alternative for institutionalinvestors and high-net-worth individuals. Commodity TradingAdvisors is one of the first books to study their performance indetail and analyze the "survivorship bias" present in CTAperformance data. This book investigates the many benefits andrisks associated with CTAs, examining the risk/returncharacteristics of a number of different strategies deployed byCTAs from a sophisticated investor's perspective. A contributedwork, its editors and contributing authors are among today'sleading voices on the topic of commodity trading advisors and averitable "Who's Who" in hedge fund and CTA research.
Greg N. Gregoriou (Plattsburgh, NY) is a Visiting AssistantProfessor of Finance and Research Coordinator in the School ofBusiness and Economics at the State University of New York.Vassilios N. Karavas (Amherst, MA) is Director of Research atSchneeweis 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). FabriceRouah (Montreal, Quebec) is Institut de Finance Mathématiquede Montréal Scholar in the finance program at McGillUniversity.
Autor*in
Greg N. Gregoriou
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