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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
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 Incorporated, 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 | | |
