A Hedge Fund Investor’s Guide to Understanding Managed Futures
A version of this article appeared in the edited Wiley Finance book, Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, Edited by Gregoriou, Hübner, Papageo ...
Author(s):
Research Associate, EDHEC-Risk Instituteand Principal, Premia Capital Management, LLC
Principal, Premia Capital Management, LLC
A version of this article appeared in the edited Wiley Finance book, Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, Edited by Gregoriou, Hübner, Papageorgiou, and Rouah. Copyright © 2005. Reprinted with permission of John Wiley & Sons, Inc. EDHEC is one of the top five business schools in France. Its reputation is built on the high quality of its faculty and the privileged relationship with professionals that the school has cultivated since its establishment in 1906. EDHEC Business School has decided to draw on its extensive knowledge of the professional environment and has therefore focused its research on themes that satisfy the needs of professionals. EDHEC pursues an active research policy in the field of finance. EDHEC-Risk Institute carries out numerous research programmes in the areas of asset allocation and risk management in both the traditional and alternative investment universes.
| Type: | Working paper |
|---|---|
| Date: | le 03/01/2011 |
| Research Cluster : | Finance |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
