Managed futures in the institutional portfolio
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Group Author: | |
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Published: |
Wiley,
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Publisher Address: | New York |
Publication Dates: | c1992. |
Literature type: | Book |
Language: | English |
Series: |
Wiley finance editions |
Subjects: | |
Carrier Form: | xx, 309 p.: ; 24 cm. |
ISBN: | 0471529834 (acid-free paper) |
Index Number: | F737 |
CLC: |
F737.124.5 F837.125 |
Call Number: | F837.125/M266 |
Contents: |
Includes bibliographical references and index. Introduction : managed futures come of age / Charles B. Epstein -- The potential role of managed futures in institutional pension portfolios / Scott H. Irwin -- Using alternative investment strategies and managed futures accounts in pension portfolios / Mike Dunmire -- Multi-manager commodity portfolios : a risk/return analysis / Thomas Schneeweis, Uttama Savanayana, David McCarthy -- Evaluating commodity trading advisors / Laleen Collins Doerrer -- A guide to organizing a commodity pool / Mark H. Mitchell, David M. Kozak -- Fiduciary selection and prohibited transactions under ERISA / Joseph P. Collins, Diane V. Dygert -- U.S. accounting and taxation for managed futures and options / Gerald Mangieri, Julia Oliver -- Managed futures : the consultant's view / Henry Marmer -- The financial considerations of futures execution and clearing / Phil Bennett. Inflation hedging with unleveraged futures / Steven H. Hanke / Christopher L. Culp -- Futures versus stocks : a risk comparison / Peter Matthews, Pascal I. Magnollay. |