An overview of managed futures' performance: 1983 to post-2008 credit crisis

The growth of the managed futures industry increased dramatically in the late 1970s after the introduction of the world's first financial futures contracts (foreign currency futures) by the Chicago Mercantile Exchange in 1972. The first published academic research on the performance of managed...

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Bibliographic Details
Main Author: Kai-Hong Tee
Format: Default Book chapter
Published: 2013
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Allocation mechanism
Chicago Mercantile Exchange
Correlations
Diversification benefits
Managed futures
Market timing; performance persistence
Post-2008 crisis
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/17101
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https://hdl.handle.net/2134/17101

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