Description - Commodity Trading Advisors by Greg N. Gregoriou
Authoritative, up-to-date research and analysis that provides a
dramatic new understanding of the rewards-and risks-of investing in
CTAs
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.
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