Managed Futures in the Institutional Portfolio / Edition 1

by Charles B. Epstein

Overview

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.

Product Details

ISBN-13:	9780471529835
Publisher:	Wiley
Publication date:	08/04/1992
Series:	Wiley Finance , #15
Pages:	336
Product dimensions:	6.30(w) x 9.29(h) x 1.10(d)

About the Author

Charles B. Epstein is the author of Managed Futures in the Institutional Portfolio, published by Wiley.

Table of Contents

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.

Editorial Reviews

Time was, investing in futures markets was the domain of daredevils who either soared to triumph or went down in flames. No more: here are theoretical explanations and practical advice on adding futures to your portfolio as a hedge against risk and inflation, just like the staid old big boys are doing. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Booknews