Managed futures for institutional investors : analysis and portfolio construction / Galen Burghardt, Brian Walls.

A practical guide to institutional investing success Managed Futures for Institutional Investors is an essential guide that walks you through the important questions that need to be addressed before investing in this asset class and contains helpful direction for investors during the investing proce...

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Bibliographic Details
Main Author: Burghardt, Galen
Other Authors: Walls, Brian
Format: eBook
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, ©2011.
Series:Bloomberg financial series.
Subjects:
Online Access:Click for online access

MARC

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100 1 |a Burghardt, Galen. 
245 1 0 |a Managed futures for institutional investors :  |b analysis and portfolio construction /  |c Galen Burghardt, Brian Walls. 
260 |a Hoboken, N.J. :  |b John Wiley & Sons,  |c ©2011. 
300 |a 1 online resource (xiv, 351 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Bloomberg financial series 
504 |a Includes bibliographical references (pages 431-432) and indexes. 
588 0 |a Print version record. 
505 0 |a pt. 1. A practical guide to the industry -- pt. 2. Building blocks -- pt. 3. Portfolio construction. 
505 0 |a Part I, A practical guide to the industry. 1, Understanding returns -- 2, Where are the data? -- 3, Structuring your investment : frequently asked questions -- Part II,: Building blocks. 4, How trend following works -- 5, Two benchmarks for momentum trading -- 6, The value of daily return data -- 7, Every drought ends in a rainstorm: mean reversion, momentum, or serial independence? -- 8, Understanding drawdowns -- 9, How stock price volatility affects returns -- 10, The costs of active management -- 11, Measuring market impact and liquidity -- Part III, Portfolio construction. 12, Superstars versus teamwork -- 13, A new look at constructing teamwork portfolios -- 14, Correlations and holding periods : the research basis for the newedge alternativeedge short-term traders index -- 15, "There are known unknowns" : the drag of imperfect estimates -- Bibliography -- About the authors - Index. 
520 |a A practical guide to institutional investing success Managed Futures for Institutional Investors is an essential guide that walks you through the important questions that need to be addressed before investing in this asset class and contains helpful direction for investors during the investing process. Backed by years of institutional experience, the authors reveal the opportunities offered by managed futures. They also include information on practices in the managed futures area and present the various analytical tools and building blocks required to use managed futures effectively. The book. 
650 0 |a Futures. 
650 0 |a Portfolio management. 
650 0 |a Institutional investors. 
650 0 |a Futures market. 
650 7 |a BUSINESS & ECONOMICS  |x Investments & Securities  |x Futures.  |2 bisacsh 
650 7 |a Futures market  |2 fast 
650 7 |a Futures  |2 fast 
650 7 |a Institutional investors  |2 fast 
650 7 |a Portfolio management  |2 fast 
700 1 |a Walls, Brian. 
758 |i has work:  |a Managed futures for institutional investors (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCG6VgwDbKFmmM3mm4jr3pK  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Burghardt, Galen.  |t Managed futures for institutional investors.  |d Hoboken, N.J. : John Wiley & Sons, ©2011  |z 9781576603741  |w (DLC) 2010048911  |w (OCoLC)682921050 
830 0 |a Bloomberg financial series. 
856 4 0 |u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=711866  |y Click for online access 
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