Portfolio Investment Opportunities in Managed Futures E-Book

David M. Darst

• Herausgeber: John Wiley & Sons
• Kategorie: Fachliteratur
• Sprache: Englisch

Veröffentlichungsjahr: 2013

Beschreibung

New research and investment strategies for asset managers in managed futures

In this handy new e-book, bestselling author David M. Darst provides the latest information on managed futures and their appropriate role within investment portfolios. The first section of the e-book covers select investment advantages and potential risks of managed futures, including historical background on futures, their advantages, risks involved, and key trends and drivers. The second section offers a summary of managed futures investment performance and correlation, including the performance of the major futures indices. The remaining sections provide an overview of the current investment landscape, a glossary of available indices, and important sources of further information. Portfolio Investment Opportunities in Managed Futures gives investors the information they need to make intelligent investment decisions in this important asset class.

• Covers key factors investors need to know about managed futures, including advantages, risks, and investment performance
• Written by David M. Darst, CFA, the bestselling author of The Little Book That Saves Your Assets
• Perfect for individual investors, financial advisors, and CFAs interested in how managed futures can meaningfully improve the risk-reward profile of their portfolios

Leseprobe

Contents

Cover

Series

Title Page

Copyright

About the Author

Introduction

Chapter 1: Select Investment Advantages and Potential Risks of Managed Futures

Historical Background on Futures and Managed Futures1

Distinguishing between Physical Commodities, Futures, and Managed Futures

Select Advantages of Managed Futures

Potential Investment Risks of Managed Futures Funds2

Placing Managed Futures in an Investment Context4

Essential Differences between Managed Futures and Other Asset Classes6

Select Risk Management Strategies Pursued by Managed Futures Advisers7

Special Considerations Associated with Managed Futures Funds8

Fees and Expenses Associated with Managed Futures Funds10

Investment Approaches of Managed Futures Funds11

Select Insights into Managed Futures Returns Patterns12

Managed Futures Funds Compared with Hedge Funds13

Trend Characteristics and Underlying Drivers of Managed Futures

Evolution of the Futures Markets

Actively Traded Futures and Options Contracts in the United States

Chapter 2: Summary of Managed Futures Investment Performance and Correlation

Select Managed Futures Indices' Performance

Managed Futures Returns during Financial Market Dislocations

The Barclay CTA Index and Survivorship Bias14

Patterns of Managed Futures Returns

The CISDM CTA Equal-Weighted Index

Analysis of Select Asset Class Returns

Chapter 3: Overview of the Investment Landscape

Global Futures Exchanges and Clearinghouses

Chapter 4: Glossary of Indexes

Chapter 5: Select Information Sources

Web Sites

Books

Journals/Publications

Acknowledgments

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Copyright © 2013 by David M. Darst. All rights reserved.

Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

Published simultaneously in Canada.

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ISBN 978-1-118-50297-6 (ePDF)

ISBN 978-1-118-50298-3 (Mobi)

ISBN 978-1-118-50294-5 (ePub)

Printed in the United States of America