Commodity Trading Advisors Risk, Performance Analysis, And Selection

Praise for Commodity Trading Advisors"This book represents a complete course in the hows and whys of investing with CTAs. Institutional and individual investors would be wise to understand the issues raised here in order to properly control their CTA investments." -Richard E. Oberuc, Chairman of the Foundation of Managed Derivatives Research"The editors of this wonderful book rightfully identified a crying need and filled it very well. The book provides a great comprehensive review of the Commodity Trading Advisors marketplace and uses extremely well-respected authors to write about all the critical individual issues. The book should be on the night table of anyone seriously considering or managing investments in that space." -Jean L.P. Brunel, Managing Principal, Brunel Associates LLC"This reader contains a remarkably complete and accessible collection of papers on managed futures and commodity funds. I congratulate the editors as, yet again, they present only the research that is genuinely important for investors. It can be the investor's ‘one-stop guide' to maximizing the benefits of portfolio diversification using Commodity Trading Advisors." -Carol Alexander, Chair of Risk Management and Director of Research ISMA Centre, Business School, University of Reading"The editors of Commodity Trading Advisors are to be congratulated for bringing together an excellent collection of articles that are a blend of theoretical, empirical, and practical analysis. The book offers penetrating insights from both academics and practitioners who are at the forefront of research in the area of alternative investments. I recommend that every serious investor or researcher have a copy of this book on their desk." -Hossein Kazemi, Associated Director of CISDM, Isenberg School of Management"An outstanding collection of articles on Commodity Trading Advisors! This book serves as a key reference for anyone interested in issues relating to risks, performance, benchmarking, manager selection and evaluation, and regulation in the alternative investment industry. A definitive addition to your collection!" -Vikas Agarwal, Assistant Professor of Finance J. Mack Robinson College of Business, Georgia State University"The book provides a thorough and much-needed discussion on the many facets and properties of their investment strategies. The editors are to be congratulated on their compilation of so many expert views on one of the most fascinating disciplines in modern finance." -Dr. Lars Jaeger, Partner, Partners GroupGregoriou, Greg N. is the author of 'Commodity Trading Advisors Risk, Performance Analysis, And Selection', published 2004 under ISBN 9780471681946 and ISBN 0471681946.