Description
GREG N.GREGORIOU – COMMODITY TRADING ADVISORS
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Description
Authoritative,
up-to-date research and analysis that provides a dramatic new understanding of
the rewards-and risks-of investing in CTAs Greg N.Gregoriou – Commodity Trading Advisors
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.
Table of Contents
Preface.
Acknowledgments.
About the Editors.
About the Authors.
