Managed Futures and Their Role in Investment Portfolios
By Don M. ChanceOne of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes-even though they can entail significant costs. This monograph provides an overview of the industry, discusses the advantages and disadvantages of managed futures, reviews their historical performance record, presents a method for evaluating their performance in a portfolio, and lays out how to establish a managed futures program.
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Book details
- Paperback
- 80 pages
- English
- 0943205255
- 9780943205250
About Don M. Chance
don m. chance holds the william h. wright jr. endowed chair for financial services at the e. j. ourso college of business administration at louisiana state Read More about Don M. Chance
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