Trend Following with Managed Futures (BOK)

Alex Greyserman

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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. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: * Trend following as an alternative asset class * Benchmarking and factor decomposition * Applications for trend following in an investment portfolio * And many more

By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.


Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2014 Forfatter Alex Greyserman
ISBN 9781118890974
Antall sider 456 Dimensjoner 15cm x 25cm x 1,5cm
Vekt 666 gram Leverandør Bertram Trading Ltd
Emner og form Investment & securities