|
Register for
FREE
ACCESS
to the CTA Database, Research Reports and In-Depth
Qualitative Analysis
click here | |
|
Submit your Managed Futures program, update your
monthly performance
click here | |
|
|
|
Managed Futures Studies |
|
|
The
following reports, studies and white
papers have been compiled to assist
you in your research and
understanding of the managed futures
and alternative investment industry.
All files are in the Adobe Acrobat
PDF format, to download Adobe Reader
click here
An
Introduction to Managed Futures
by
Thomas M. Kellerhals, Colorado Commodities, 1996
Managed
Futures--Portfolio Diversification Opportunities
by The Chicago
Board of Trade, 2003
A Question &
Answer Report--Managed Futures Accounts
by
The Chicago Mercantile Exchange, 1999
Managed
Futures as an Asset Class
by Franklin R.
Edwards and
Jimmy Liew, Columbia University, 1998
Benefits of
Managed Futures
by Burak Cerrahoglu, University of
Massachusetts, 2004
Trend Following:
Performance,
Risk and
Correlation Characteristics
by Michael S. Rulle, Graham Capital Management,
2003
Benefits of
Commodity Investment
by
Iuliana Ismailescu, University of Massachusetts,
2004
Efficient
Diversification: Managed Futures in Portfolios
of Hedge Funds
by David Harding, Georgia Nakou & Matthew
Beddall, Winton Capital Management, 2003
Hedging Mutual
Fund Returns Using Futures Markets and ETF's
by Dulari Pancholi and Thomas Kunkel, University
of Massachusetts, 2003
On the
Performance of Alternative Investments: CTAs',
Hedge Funds and Fund of Funds
(working paper)
by
Bing Liang, University of Massachusetts, 2003
Statistics Used
in the Qualification and Evaluation Process of
Alternative Investments: CTAs', Hedge Funds and
Fund of Funds
by
Managed Account Research, Inc., 2003
We are always in search of articles, studies,
links or information that our users may find
helpful in their alternative investment
research. If you have an article or study you
would like to contribute to our site, please
contact us
|
| |
