Managed Futures in the Institutional Portfolio

Provides practical, comprehensive information and strategies for using managed futures successfully. Clearly explains the benefits of managed futures and their role in a traditional portfolio. Uses case studies and firsthand reports to show how corporations are using managed futures. Written by over a dozen top experts in the fields of futures fund and portfolio management.

Spis treści:
THE FOUNDATIONS.
The Potential Role of Managed Futures in Institutional Pension Portfolios (S. Irwin).
Using Alternative Investment Strategies and Managed Futures Accounts in Pension Portfolios (M. Dunmire).
Multi–Manager Commodity Portfolios: A Risk/Return Analysis (T. Schneeweis, et al.).
APPLICATIONS OF MANAGED FUTURES INVESTING.
Evaluating Commodity Trading Advisors (L. Doerrer).
A Guide to Organizing a Commodity Pool (M. Mitchell & D. Kozak).
Fiduciary Selection and Prohibited Transactions Under ERISA (J. Collins & D. Dygert).
U.S.
Accounting and Taxation for Managed Futures and Options (G. Mangieri & J. Oliver).
Managed Futures: The Consultant′s View (H. Marmer).
The Financial Considerations of Futures Execution and Clearing (P. Bennett).
Inflation Hedging with Unleveraged Futures (S. Hanke & C. Culp).
Futures Versus Stocks: A Risk Comparison (P. Matthews & P. Magnollay).
Chapter Notes.
Index.