Trend Following with Managed Futures

Regular price €72.99
A01=Alex Greyserman
A01=Kathryn Kaminski
Alex Greyserman
allocate trend following
Author_Alex Greyserman
Author_Kathryn Kaminski
books on trend following
Category=KFFM
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
guide to trend following
investment manager
investment strategies
Kathryn Kaminski
popular investment strategies
theoretical foundations of trend following
trend following
trend following as an alternative asset
trend following as an alternative asset class
trend following basics
trend following in an investment portfolio
Trend Following with Managed Futures

Product details

  • ISBN 9781118890974
  • Weight: 794g
  • Dimensions: 188 x 236mm
  • Publication Date: 03 Oct 2014
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: US
  • Product Form: Paperback
Delivery/Collection within 10-20 working days

Our Delivery Time Frames Explained
2-4 Working Days: Available in-stock

10-20 Working Days: On Backorder

Will Deliver When Available: On Pre-Order or Reprinting

We ship your order once all items have arrived at our warehouse and are processed. Need those 2-4 day shipping items sooner? Just place a separate order for them!

An all-inclusive guide to trend following

As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as:

  • Trend following as an alternative asset class
  • Benchmarking and factor decomposition
  • Applications for trend following in an investment portfolio
  • And many more

By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.

ALEX GREYSERMAN, PHD, is Chief Scientist at ISAM and serves as Adjunct Professor in the Graduate Program in Mathematical Finance at Columbia University.

KATHRYN M. KAMINSKI, PHD, is the Deputy Managing Director of the Institute for Financial Research (SIFR), external market commentator for the CME Group, and affiliated faculty at the Stockholm School of Economics.