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Trend Following with Managed Futures: The Search for Crisis Alpha
Alex Greyserman
€ 71.29
€ 60.49
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Description for Trend Following with Managed Futures: The Search for Crisis Alpha
Paperback. An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Series: Wiley Trading. Num Pages: 456 pages, illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 234 x 190 x 22. Weight in Grams: 776.
An all-inclusive guide to trend following
As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as:
- Trend following as an alternative asset class
- Benchmarking and factor decomposition
- Applications for trend following in an investment portfolio
- And many more
By focusing on the investor perspective, Trend Following with Managed Futures is a ... Read more
Show LessProduct Details
Format
Paperback
Publication date
2014
Publisher
John Wiley & Sons Inc
Condition
New
Series
Wiley Trading
Number of Pages
464
Place of Publication
New York, United States
ISBN
9781118890974
SKU
V9781118890974
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Alex Greyserman
ALEX GREYSERMAN, PHD, is Chief Scientist at ISAM and serves as Adjunct Professor in the Graduate Program in Mathematical Finance at Columbia University. KATHRYN M. KAMINSKI, PHD, is the Deputy Managing Director of the Institute for Financial Research (SIFR), external market commentator for the CME Group, and affiliated faculty at the Stockholm School of Economics.
Reviews for Trend Following with Managed Futures: The Search for Crisis Alpha
The authors have raised the standard for discussion concerning trend following. The hedge fund industry should take note, and all strategies should be given the same level of attention and detailed review. For investors who are contemplating a trend-following managed futures investment, this book should be the first place to go in getting up to speed. – CFA Institute ... Read more