[BOOK][B] Commodity trading advisors: Risk, performance analysis, and selection
GN Gregoriou, V Karavas, FS Lhabitant, FD Rouah - 2011 - books.google.com
Authoritative, up-to-date research and analysis that provides a dramatic new understanding
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
The weather premium in the US corn market
We show that the weather premium, an anecdotal phenomenon in the US corn futures
market, can arise from a convex demand function. We further show that the magnitude of the …
market, can arise from a convex demand function. We further show that the magnitude of the …
The Design of a Commodity Futures Trading Program
H Till, J Eagleeye - Available at SSRN 2606296, 2003 - papers.ssrn.com
This article provides a step-by-step primer on how to design a commodity futures trading
program. A prospective commodity manager must not only discover trading strategies that …
program. A prospective commodity manager must not only discover trading strategies that …
[PDF][PDF] Risk Management in Energy-Focused Commodity Futures Investing
H Till - The Professional Risk Managers' Guide to the Energy …, 2008 - premiacap.com
This chapter will discuss the practical issues involved in applying a disciplined risk
management methodology to energy-focused futures investing. The chapter will show how …
management methodology to energy-focused futures investing. The chapter will show how …
[PDF][PDF] Commodity Risk Management
H Till - Dear readers!, 2016 - premiacap.com
This article discusses the practical issues involved in applying a disciplined risk
management methodology to commodity futures trading. Accordingly, the paper shows how …
management methodology to commodity futures trading. Accordingly, the paper shows how …
Three essays on commodity markets
Z Li - 2017 - search.proquest.com
Three essays on commodity markets by Ziran Li A dissertation submitted to the graduate faculty
in partial fulfillment of the re Page 1 Three essays on commodity markets by Ziran Li A …
in partial fulfillment of the re Page 1 Three essays on commodity markets by Ziran Li A …
[PDF][PDF] Actively-Managed Commodity Futures Programmes
H Till - premiacap.com
Présentation PowerPoint Page 1 1 Page 2 2 Actively-Managed Commodity Futures
Programmes Hilary Till, Research Associate, EDHEC Risk and Asset Management Research …
Programmes Hilary Till, Research Associate, EDHEC Risk and Asset Management Research …
The Fundamentals of Commodity Investments
FJ Fabozzi, R Füss, DG Kaiser - Handbook of Finance, 2008 - Wiley Online Library
According to the academic literature, investments in commodity markets are considered an
effective way for investors to diversify traditional portfolios. The diversification benefits of …
effective way for investors to diversify traditional portfolios. The diversification benefits of …
[CITATION][C] RISK MANAGEMENT ISSUES IN LEVERAGED COMMODITY (AND FINANCIAL) FUTURES TRADING: ONE PRACTITIONER'S VIEWPOINT
H Till