Managed Futures in the Institutional PortfolioISBN: 978-0-471-52983-5
Hardcover
336 pages
August 1992
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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THE FOUNDATIONS.
The Potential Role of Managed Futures in Institutional PensionPortfolios (S. Irwin).
Using Alternative Investment Strategies and Managed FuturesAccounts 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.
The Potential Role of Managed Futures in Institutional PensionPortfolios (S. Irwin).
Using Alternative Investment Strategies and Managed FuturesAccounts 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.
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