Screen LibraryManaged futures in the institutional portfolio
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| Group Author: | |
|---|---|
| Published: |
Wiley,
|
| 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. |