Investment analysis and portfolio management 8th reilly and brown chapter 23
Commodity Trading Advisors: Risk, Performance Analysis, and Selection Chapter 23 pps
... 40–44 Commodity futures, 7, 229 231 See also Design of commodity futures trading program Commodity Futures Trading Commission (CFTC), 154–155, 240–241, 260n1, 260n2, 339, 387 Commodity trading ... in, 235 –247 investment style and portfolio returns with, 9–10 mutual funds vs., 239 performance measures for, 79–80 performance persistence of, see Performance persistence...