Commodity trading advisors : Risk, performance analysis, and selection
Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of d...
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| Định dạng: | Sách |
|---|---|
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
Hoboken, NJ
Wiley
2004
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| LEADER | 01752nam a2200205Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_166114 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 95 | ||
| 082 | |a 332.644 | ||
| 082 | |b C734 | ||
| 245 | 0 | |a Commodity trading advisors : | |
| 245 | 0 | |b Risk, performance analysis, and selection | |
| 245 | 0 | |c [edited by] Greg N. Gregoriou ... [et al.] | |
| 260 | |a Hoboken, NJ | ||
| 260 | |b Wiley | ||
| 260 | |c 2004 | ||
| 520 | |a Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research. Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Math'matique de Montr'al Scholar in the finance program at McGill University. | ||
| 650 | |a Commodity trading advisors,Tư vấn kinh doanh hàng hóa | ||
| 904 | |i Bich Tram, Bạch Trúc | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||