One of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes-even though they can entail significant costs. This monograph provides an overview of the industry, discusses the advantages and disadvantages of managed futures, reviews their historical performance record, presents a method for evaluating their performance in a portfolio, and lays out how to establish a managed futures program.
- ISBN10 0943205255
- ISBN13 9780943205250
- Publish Date 15 January 1991
- Publish Status Out of Stock
- Out of Print 21 May 2007
- Publish Country US
- Imprint Research Foundation of the Association for Investment Management & Research
- Format Paperback
- Pages 96
- Language English