Trend following with managed futures: the search for crisis alpha
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Hoboken, NJ
John Wiley & Sons
2014
|
Schriftenreihe: | Wiley trading series
|
Schlagworte: | |
Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers |
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 |
Internformat
MARC
LEADER | 00000nmm a2200000zc 4500 | ||
---|---|---|---|
001 | BV043396784 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 160222s2014 |||| o||u| ||||||eng d | ||
020 | |a 1118890973 |9 1-118-89097-3 | ||
020 | |a 1118891015 |9 1-118-89101-5 | ||
020 | |a 1118891023 |c epub |9 1-118-89102-3 | ||
020 | |a 111889104X |c pdf |9 1-118-89104-X | ||
020 | |a 9781118890974 |9 978-1-118-89097-4 | ||
020 | |a 9781118891018 |9 978-1-118-89101-8 | ||
020 | |a 9781118891025 |c epub |9 978-1-118-89102-5 | ||
020 | |a 9781118891049 |c pdf |9 978-1-118-89104-9 | ||
024 | 7 | |a 10.1002/9781118891018 |2 doi | |
035 | |a (ZDB-35-WIC)ocn880122596 | ||
035 | |a (OCoLC)880122596 | ||
035 | |a (DE-599)BVBBV043396784 | ||
040 | |a DE-604 |b ger |e aacr | ||
041 | 0 | |a eng | |
049 | |a DE-861 | ||
082 | 0 | |a 332.64/52 |2 23 | |
084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
100 | 1 | |a Greyserman, Alex |e Verfasser |4 aut | |
245 | 1 | 0 | |a Trend following with managed futures |b the search for crisis alpha |c Alex Greyserman, Kathryn Kaminski |
264 | 1 | |a Hoboken, NJ |b John Wiley & Sons |c 2014 | |
300 | |a 1 Online-Ressource (xxvi, 423 pages) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a Wiley trading series | |
500 | |a 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, . - | ||
500 | |a "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"-- | ||
500 | |a "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"-- | ||
500 | |a Includes bibliographical references and index | ||
650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities |2 bisacsh | |
650 | 7 | |a Investments |2 fast | |
650 | 7 | |a Securities |2 fast | |
650 | 4 | |a Wirtschaft | |
650 | 4 | |a Investments | |
650 | 4 | |a Securities | |
650 | 0 | 7 | |a Trend |0 (DE-588)4138150-6 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Termingeschäft |0 (DE-588)4117190-1 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Investitionsverhalten |0 (DE-588)4114046-1 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Termingeschäft |0 (DE-588)4117190-1 |D s |
689 | 0 | 1 | |a Trend |0 (DE-588)4138150-6 |D s |
689 | 0 | 2 | |a Investitionsverhalten |0 (DE-588)4114046-1 |D s |
689 | 0 | 3 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
689 | 0 | |8 1\p |5 DE-604 | |
700 | 1 | |a Kaminski, Kathryn |e Sonstige |4 oth | |
776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-1-118-89097-4 |
856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-35-WIC | ||
940 | 1 | |q UBG_PDA_WIC | |
999 | |a oai:aleph.bib-bvb.de:BVB01-028815368 | ||
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018 |l FRO01 |p ZDB-35-WIC |q FRO_PDA_WIC |x Verlag |3 Volltext | |
966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018 |l UBG01 |p ZDB-35-WIC |q UBG_PDA_WIC |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1804175978149183488 |
---|---|
any_adam_object | |
author | Greyserman, Alex |
author_facet | Greyserman, Alex |
author_role | aut |
author_sort | Greyserman, Alex |
author_variant | a g ag |
building | Verbundindex |
bvnumber | BV043396784 |
classification_rvk | QK 660 |
collection | ZDB-35-WIC |
ctrlnum | (ZDB-35-WIC)ocn880122596 (OCoLC)880122596 (DE-599)BVBBV043396784 |
dewey-full | 332.64/52 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.64/52 |
dewey-search | 332.64/52 |
dewey-sort | 3332.64 252 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05207nmm a2200721zc 4500</leader><controlfield tag="001">BV043396784</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160222s2014 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1118890973</subfield><subfield code="9">1-118-89097-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1118891015</subfield><subfield code="9">1-118-89101-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1118891023</subfield><subfield code="c">epub</subfield><subfield code="9">1-118-89102-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">111889104X</subfield><subfield code="c">pdf</subfield><subfield code="9">1-118-89104-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118890974</subfield><subfield code="9">978-1-118-89097-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118891018</subfield><subfield code="9">978-1-118-89101-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118891025</subfield><subfield code="c">epub</subfield><subfield code="9">978-1-118-89102-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118891049</subfield><subfield code="c">pdf</subfield><subfield code="9">978-1-118-89104-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781118891018</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-35-WIC)ocn880122596</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)880122596</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043396784</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-861</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/52</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Greyserman, Alex</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Trend following with managed futures</subfield><subfield code="b">the search for crisis alpha</subfield><subfield code="c">Alex Greyserman, Kathryn Kaminski</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, NJ</subfield><subfield code="b">John Wiley & Sons</subfield><subfield code="c">2014</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xxvi, 423 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley trading series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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, . - </subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">"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"--</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">"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"--</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Investments</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Securities</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investments</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Securities</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Trend</subfield><subfield code="0">(DE-588)4138150-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Investitionsverhalten</subfield><subfield code="0">(DE-588)4114046-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Trend</subfield><subfield code="0">(DE-588)4138150-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Investitionsverhalten</subfield><subfield code="0">(DE-588)4114046-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kaminski, Kathryn</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-1-118-89097-4</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBG_PDA_WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028815368</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">FRO_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBG_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV043396784 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:24:52Z |
institution | BVB |
isbn | 1118890973 1118891015 1118891023 111889104X 9781118890974 9781118891018 9781118891025 9781118891049 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028815368 |
oclc_num | 880122596 |
open_access_boolean | |
owner | DE-861 |
owner_facet | DE-861 |
physical | 1 Online-Ressource (xxvi, 423 pages) |
psigel | ZDB-35-WIC UBG_PDA_WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBG_PDA_WIC |
publishDate | 2014 |
publishDateSearch | 2014 |
publishDateSort | 2014 |
publisher | John Wiley & Sons |
record_format | marc |
series2 | Wiley trading series |
spelling | Greyserman, Alex Verfasser aut Trend following with managed futures the search for crisis alpha Alex Greyserman, Kathryn Kaminski Hoboken, NJ John Wiley & Sons 2014 1 Online-Ressource (xxvi, 423 pages) txt rdacontent c rdamedia cr rdacarrier Wiley trading series 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 BUSINESS & ECONOMICS / Investments & Securities bisacsh Investments fast Securities fast Wirtschaft Investments Securities Trend (DE-588)4138150-6 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Termingeschäft (DE-588)4117190-1 gnd rswk-swf Investitionsverhalten (DE-588)4114046-1 gnd rswk-swf Termingeschäft (DE-588)4117190-1 s Trend (DE-588)4138150-6 s Investitionsverhalten (DE-588)4114046-1 s Portfolio Selection (DE-588)4046834-3 s 1\p DE-604 Kaminski, Kathryn Sonstige oth Erscheint auch als Druckausgabe 978-1-118-89097-4 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Greyserman, Alex Trend following with managed futures the search for crisis alpha BUSINESS & ECONOMICS / Investments & Securities bisacsh Investments fast Securities fast Wirtschaft Investments Securities Trend (DE-588)4138150-6 gnd Portfolio Selection (DE-588)4046834-3 gnd Termingeschäft (DE-588)4117190-1 gnd Investitionsverhalten (DE-588)4114046-1 gnd |
subject_GND | (DE-588)4138150-6 (DE-588)4046834-3 (DE-588)4117190-1 (DE-588)4114046-1 |
title | Trend following with managed futures the search for crisis alpha |
title_auth | Trend following with managed futures the search for crisis alpha |
title_exact_search | Trend following with managed futures the search for crisis alpha |
title_full | Trend following with managed futures the search for crisis alpha Alex Greyserman, Kathryn Kaminski |
title_fullStr | Trend following with managed futures the search for crisis alpha Alex Greyserman, Kathryn Kaminski |
title_full_unstemmed | Trend following with managed futures the search for crisis alpha Alex Greyserman, Kathryn Kaminski |
title_short | Trend following with managed futures |
title_sort | trend following with managed futures the search for crisis alpha |
title_sub | the search for crisis alpha |
topic | BUSINESS & ECONOMICS / Investments & Securities bisacsh Investments fast Securities fast Wirtschaft Investments Securities Trend (DE-588)4138150-6 gnd Portfolio Selection (DE-588)4046834-3 gnd Termingeschäft (DE-588)4117190-1 gnd Investitionsverhalten (DE-588)4114046-1 gnd |
topic_facet | BUSINESS & ECONOMICS / Investments & Securities Investments Securities Wirtschaft Trend Portfolio Selection Termingeschäft Investitionsverhalten |
url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118891018 |
work_keys_str_mv | AT greysermanalex trendfollowingwithmanagedfuturesthesearchforcrisisalpha AT kaminskikathryn trendfollowingwithmanagedfuturesthesearchforcrisisalpha |