Managed futures in the institutional portfolio /
Epstein, Charles B.,1950-
New York ; Chichester : Wiley,
c1992.
Includes bibliographical references and index.
Introduction : managed futures come of age / Charles B. Epstein -- The potential role of managed futures in institutional pension portfolios / Scott H. Irwin -- Using alternative investment strategies and managed futures accounts in pension portfolios / Mike Dunmire -- Multi-manager commodity portfolios : a risk/return analysis / Thomas Schneeweis, Uttama Savanayana, David McCarthy -- Evaluating commodity trading advisors / Laleen Collins Doerrer -- A guide to organizing a commodity pool / Mark H. Mitchell, David M. Kozak -- Fiduciary selection and prohibited transactions under ERISA / Joseph P. Collins, Diane V. Dygert -- U.S. accounting and taxation for managed futures and options / Gerald Mangieri, Julia Oliver -- Managed futures : the consultant's view / Henry Marmer -- The financial considerations of futures execution and clearing / Phil Bennett.
Inflation hedging with unleveraged futures / Steven H. Hanke / Christopher L. Culp -- Futures versus stocks : a risk comparison / Peter Matthews, Pascal I. Magnollay.
Futures
Institutional investments
Portfolio management