Managed Futures in the Institutional Portfolio

Charles B. Epstein is the author of Managed Futures in the Institutional Portfolio, published by Wiley.

• THE FOUNDATIONS. The Potential Role of Managed Futures in Institutional PensionPortfolios (S. Irwin). Using Alternative Investment Strategies and Managed FuturesAccounts in Pension Portfolios (M. Dunmire). Multi-Manager Commodity Portfolios: A Risk/Return Analysis (T.Schneeweis, et al.). APPLICATIONS OF MANAGED FUTURES INVESTING. Evaluating Commodity Trading Advisors (L. Doerrer). A Guide to Organizing a Commodity Pool (M. Mitchell & D.Kozak). Fiduciary Selection and Prohibited Transactions Under ERISA (J.Collins & D. Dygert). U.S. Accounting and Taxation for Managed Futures and Options (G.Mangieri & J. Oliver). Managed Futures: The Consultant's View (H. Marmer). The Financial Considerations of Futures Execution and Clearing(P. Bennett). Inflation Hedging with Unleveraged Futures (S. Hanke & C.Culp). Futures Versus Stocks: A Risk Comparison (P. Matthews & P.Magnollay). Chapter Notes. Index.