Risk Management Lessons in Leveraged Commodity Futures Trading

This article will discuss the practical issues involved in applying a disciplined risk management methodology to futures trading.

Author(s) :

Hilary Till

Research Associate, EDHEC-Risk Instituteand Principal, Premia Risk Consultancy, Inc.

Presentation :

This article will show how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading. It will also discuss some of the risk management issues, which are unique to leveraged futures trading.
Pdf
Risk Management Lessons in Leveraged Commodity Futures Trading...
(490.07 KB)
Type : Working paper
Date : le 03/06/2002
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

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