Trend following with managed futures: the search for crisis alpha
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Bibliographische Detailangaben
1. Verfasser: Greyserman, Alex (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hoboken, NJ John Wiley & Sons 2014
Schriftenreihe:Wiley trading series
Schlagworte:
Online-Zugang:FRO01
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Beschreibung:Taking Revisited Defining a Divergent Trend Following Strategy Constructing Style Factors Characteristics of the Style Factors Summary Further Readings and References Chapter 13: Benchmarking and Style Analysis A Framework for Return based Style Analysis Style Analysis for Individual CTA Managers Sector Level Analysis of the Market Size Factor Manager Selection and Allocation Summary Further Readings and References Part VI: Trend Following in an Investment Portfolio Chapter 14: Portfolio Perspectives on Trend Following A Closer Look at Crisis Alpha The Impact of Mark-to-Market on Correlation Understanding Cyclicality in Managed Futures Summary Further Reading and References Chapter 15: Practicalities of Size, Liquidity, . -
"The investment manager's all-inclusive guide to trend followingCovering a range of areas vital to investors, Trend Following with Managed Futures brings readers up to speed on the basics and theoretical foundations of trend following, then moves on to more advanced topics, like trend following as an alternative asset class, benchmarking and factor decomposition, trend following in an investment portfolio, and much more. Trend following is one of the most popular investment strategies today, and as more investors begin to use it there is an ever-growing need for information on the topic. While there are many books on trend following written "by traders, for traders," very few focus on the investors who allocate capital to them. Now, Trend Following with Managed Futures is the first rigorous and academically-motivated book of its kind to approach trend following from the investor's unique perspective. Provides investors with information they need to use and allocate trend following Offers sound advice for all finance practitioners Caters to a large audience looking for authoritative material on the topic Features an online component Trend Following with Managed Futures is an invaluable resource for anyone who invests via trend following or offers financial advice related to trend following"--
"Source guide for finance practitioners who invest in or give financial advice related to trend following strategy. Discusses trend following basics, theoretical foundations of trend following, trend following as an alternative asset class, benchmarking and factor decomposition, trend following in an investment portfolio, and advanced topics"--
Includes bibliographical references and index
Beschreibung:1 Online-Ressource (xxvi, 423 pages)
ISBN:1118890973
1118891015
1118891023
111889104X
9781118890974
9781118891018
9781118891025
9781118891049

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