株式会社極東書店トップ ＞ 商品一覧 ＞ Managed Futures and Their Role in Investment Portfolios.
商品詳細
解説
One of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes-even though they can entail significant costs. This monograph provides an overview of the industry, discusses the advantages and disadvantages of managed futures, reviews their historical performance record, presents a method for evaluating their performance in a portfolio, and lays out how to establish a managed futures program.