Managed Futures and Their Roles in Investment

by Don M. Chance

One 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...

• Format: Paperback
• Language: English
• ISBN: 0943205255
• ISBN13: 9780943205250
• Release Date: January 1991
• Publisher: Wiley
• Length: 96 Pages
• Weight: 0.36 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"