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Search for author name: "Greg N. Gregoriou" | Books found: 3
Commodity Trading Advisors: Risk, Performance Analysis, and Selection (Wiley Finance)
Commodity Trading Advisors: Risk, Performance Analysis, and Selection (Wiley Finance)
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, examini
Added: 10.05.2007ISBN: 0471681946Pages: 424Price: £ 48,99Lang.: English 
Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties
Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties: Performance, Assessment, Diversification and Statistical Properties (Quantitative Finance)
Author: Greg N. Gregoriou | Publisher: A Butterworth-Heinemann Title
With about $450 billion in assets, funds of hedge funds are the most recent darling of investors. While hedge funds carry high risk for the promise of high returns they are designed for the very rich and for large institutional investors such as pension funds. "A Fund of Hedge Funds" (FOF) spreads investments among a number of hedge funds to reduce risk and provide diversification, while maintaining the potential for higher than average returns. Odds are that some pension fund of yours is invested heavily in these products, and more recently th
Added: 09.05.2007ISBN: 0750679840Pages: 496Price: £ 48,45Lang.: English 
Hedge Funds and Managed Futures: A Handbook for Institutional Investors
Hedge Funds and Managed Futures: A Handbook for Institutional Investors
Author: Greg N. Gregoriou, Dieter G. Kaiser | Publisher: Risk Books
This work evaluates four key topics from a critical perspective: benchmarking and performance measurement; risk management; portfolio management; and asset allocation. Written by leading finance academics, industry commentators and practitioners. The independence of their views and the academic-professional balance reflects an intellectual maturity and confidence which is essential in maintaining a healthy industry. The reader's ability to generate alpha and structure genuinely innovative products will be paramount to the growth of their busine
Added: 09.05.2007ISBN: 1904339530Pages: 565Price: £ 94,05Lang.: English 
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