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, ...

Auteur(s) :

Hilary Till

Research Associate, EDHEC-Risk Instituteand Principal, Premia Capital Management, LLC

Joseph Eagleeye

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.
Pdf
A Hedge Fund Investor’s Guide to Understanding Managed Futures...
(-1.00 B)
Type : Working paper
Date : le 03/01/2011
Complément d'informations For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ joanne.finlay@edhec.edu ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.
Pôle de recherche Finance

A voir également

Les métiers du sport à l'honneur à l'EDHEC
Actualités
- 20-04-2018
Organisée par l'Association EDHEC Junior Alumni, cette conference a accueilli des...
Expert Talk - Jean-Louis Raynaud :
Actualités
- 19-04-2018
Avec les enjeux auxquels les dirigeants sont confrontés aujourd’hui, comment devenir un...
Exposition : Art is everywhere
Actualités
- 16-04-2018
Fort de l'enthousiasme qu'a suscité la première édition de son exposition Art is...
Soutenir la dynamique entrepreneuriale de nos étudiants avec Station F
Actualités
- 16-04-2018
Station F, dont la mission est de faire émerger une nouvelle génération d’entrepreneurs...