Trend following with managed futures : the search for crisis alpha - Original PDF
نویسندگان: Greyserman, Alex; Kaminski, Kathryn
خلاصه: "The investment manager's all-inclusive guide to trend followingCovering a range of areas vital to investors, Trend Following with Managed Futures brings readers up to speed on the basics and theoretical foundations of trend following, then moves on to more advanced topics, like trend following as an alternative asset class, benchmarking and factor decomposition, trend following in an investment portfolio, and much
Abstract:
An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. �Read more...