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Commodity Trading Advisors


Authors


Fabrice Rouah
Francois-Serge Lhabitant
Greg N. Gregoriou
Vassilios Karavas

Publisher John Wiley And Sons
ISBN 0471681946


Short Description
Long Description
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Deutsche
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Long Description

Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards–and risks–of investing in CTAs

Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. 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 Mathématique de Montréal Scholar in the finance program at McGill University.

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Keywords
commodities
commodity trading
commodity trading advisors
CTA
finance
financial risk
hedge funds
high net worth
investment
market
markets
risk
trading


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