Futures Fund Management

Name: Futures Fund Management
Availability: OutOfStock
ISBN: 9780133457292

ISBN-10: 013345729X

ISBN-13: 9780133457292

Edition: N/A

Authors: Nicola Meaden, Mark Fox-Andrews

List price: $29.95

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Description:

"Futures Fund Management provides a well-researched introduction to futures funds and their increasingly important role in investment. Written simply and directly, it makes the subject accessible to all members of the financial community." "The book gives an overview of the futures market and its development, and includes discussion of the debate surrounding modern portfolio theory. It explores the role of futures fund investment managers, and looks at the trading systems and methods used, the techniques of risk management and how to market and select a futures fund. Current regulations governing futures funds, in the United Kingdom and worldwide, and the issues to be considered, are also…

Book details

List price: $29.95
Publisher: Prentice Hall PTR
Binding: Hardcover
Size: 6.00" wide x 9.50" long x 0.75" tall
Weight: 0.748
Language: English

Foreword
Preface
Investment overview	p. 1
Background to futures fund management	p. 3
The futures markets	p. 8
Development	p. 8
International considerations	p. 10
Regulation and taxation	p. 12
Derivatives growth	p. 12
Futures - the 'zero sum game'?	p. 14
Managed futures in a modern portfolio - a summary of the academic debate	p. 16
Harry Markowitz and the evolution of MPT	p. 17
Diversification, returns and reduction of risk	p. 18
MPT and managed futures investments	p. 20
Lintner revisited	p. 21
Futures investment managers and commodity trading advisers	p. 25
Markets traded	p. 26
Trading styles and methods	p. 27
Longevity	p. 27
Assets under management	p. 28
Fees and commissions	p. 29
Levelling the field	p. 29
Administrative competence	p. 31
Risk management	p. 31
Who are they?	p. 31
Trading systems and methods	p. 34
The perfect system	p. 34
Forecasting price	p. 36
Evaluating the approach	p. 37
Fundamental tools	p. 38
Technical tools	p. 38
Price charting	p. 42
Computer trading	p. 48
Short-term trading	p. 51
Short-term trading tools	p. 54
Contrarian analysis and contra-trend trading	p. 55
Futures funds - regulation and distribution	p. 58
United Kingdom	p. 58
United States	p. 63
Establishment of funds in low tax jurisdictions	p. 68
Japan	p. 74
European Community	p. 75
Managed futures - general tax considerations	p. 78
Taxation of the fund	p. 78
Taxation of investors	p. 80
Fund manager issues	p. 81
Europe	p. 81
Japan	p. 85
United States	p. 87
Risk management	p. 95
Basic elements of associated risk	p. 95
The investment managers	p. 96
Investment approach	p. 99
Market sectors	p. 100
The brokerage house	p. 100
Currency risk	p. 101
Marketing and selecting a futures fund	p. 103
Marketing a futures fund	p. 103
The retail fund	p. 104
The institutional fund	p. 105
Selecting a futures fund	p. 106
Future developments	p. 115
Information sources	p. 119
Acknowledgements	p. 121
Glossary	p. 123
Index	p. 137
Table of Contents provided by Blackwell. All Rights Reserved.