Managed Futures and Their Role in Investment Portfolios

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.Chance, Don M. is the author of 'Managed Futures and Their Role in Investment Portfolios ', published 2001 under ISBN 9780943205250 and ISBN 0943205255.