Greg Gregoriou – Commodity Trading Advisors. Risk, Performance Analysis, and Selection
Authoritative, up-to-date analysis and evaluation that gives a dramatic new understanding of the rewards-and risks-of investing in CTAs
Commodity Trading Advisors (CTAs) are an more and more widespread and probably worthwhile funding different for institutional traders and high-net-worth people. Commodity Trading Advisors is likely one of the first books to check their efficiency intimately and analyze the “survivorship bias” current in CTA efficiency knowledge. This ebook investigates the various advantages and dangers related to CTAs, inspecting the chance/return traits of a variety of completely different methods deployed by CTAs from a classy investor’s perspective. A contributed work, its editors and contributing authors are amongst right this moment’s main voices on the subject of commodity buying and selling advisors and a veritable “Who’s Who” in hedge fund and CTA analysis.
Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator within the School of Business and Economics on 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 within the finance program at McGill University