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Managed Futures And Their Role In Investment Portfolios Don M. Chance

Managed Futures And Their Role In Investment Portfolios

Don M. Chance

Published January 15th 1991
ISBN : 9780943205250
Paperback
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 About the Book 

One of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes-even though they can entail significant costs. This monograph provides an overview of the industry,MoreOne of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes-even though they can entail significant costs. This monograph provides an overview of the industry, discusses the advantages and disadvantages of managed futures, reviews their historical performance record, presents a method for evaluating their performance in a portfolio, and lays out how to establish a managed futures program.