This article will discuss the practical issues involved in applying a disciplined risk management methodology to futures trading.
Research Associate, EDHEC-Risk Institute and Principal, Premia Risk Consultancy, Inc.
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.
|Type :||Working paper|
|Date :||le 03/06/2002|
|Pôle de recherche||Finance|