GREG N.GREGORIOU – COMMODITY TRADING ADVISORS

GREG N.GREGORIOU – COMMODITY TRADING ADVISORS

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Description

Authoritative,

up-to-date research and analysis that provides a dramatic new understanding of

the rewards-and risks-of investing in CTAs Greg N.Gregoriou – Commodity Trading Advisors

Commodity

Trading Advisors (CTAs) are an increasingly popular and potentially profitable

investment alternative for institutional investors and high-net-worth

individuals. Commodity Trading Advisors is one of the first books to study

their performance in detail and analyze the “survivorship bias” present in CTA

performance data. This book investigates the many benefits and risks associated

with CTAs, examining the risk/return characteristics of a number of different

strategies deployed by CTAs from a sophisticated investor’s perspective. A

contributed work, its editors and contributing authors are among today’s

leading voices on the topic of commodity trading advisors and a veritable

“Who’s Who” in hedge fund and CTA research.

Greg

N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and

Research Coordinator in the School of Business and Economics at 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 in the finance program at

McGill University.

Table of Contents

Preface.

Acknowledgments.

About the Editors.

About the Authors.