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Trend following with managed futures : the search for crisis alpha - Original PDF
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...

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