rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Trend following with managed futures
    sub title: the search for crisis alpha
  name:
    name part: Greyserman, Alex.
    role:
      role term: creator
  name:
    name part: Kaminski, Kathryn.
  name:
    name part: ebrary, Inc
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    date issued: 2014
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource.
  note: Alex Greyserman, Kathryn Kaminski.
  note: Includes index.
  note: Machine generated contents note: Foreword Andrew W. Lo Preface Introduction Part I: Introduction Chapter 1: A Multi-Centennial View of Trend Following The Tale of Trend Following: A Historical Study Return Characteristics over the Centuries Risk Characteristics over the Centuries Portfolio Benefits over the Centuries Summary Further Reading and References Appendix: Included Markets and Relevant Assumptions Part II: Trend Following Basics Chapter 2: Review of Futures Markets and Futures Trading Forward and Futures Contract Fundamentals Review of the Managed Futures Industry Futurization Summary Futures Reading and References Chapter 3: Systematic Trend Following Basics The Basic Building Blocks of a Trend Following System Strategy Classification and Core Differentiators Partitioning Trend Following Systems Summary Further Readings and References Part III: Theoretical Foundations Chapter 4: Adaptive Markets and Trend Following The Adaptive Market Hypothesis A Framework for Speculative Risk Taking A Closer look at Crisis Alpha Summary Further Reading and References Chapter 5: Divergence and the Tradability of Trend Risk vs. Uncertainty Convergence vs. Divergence Measuring Market Divergence at the Portfolio Level Testing the Stationarity of Market Divergence The Tradability of Trend The Importance of Entry vs. Exit Summary Further Reading and References Chapter 6: The Role of Interest Rates and the Roll Yield Collateral Yield Decomposition into Roll Yield and Spot Interest Rates and the Roll Yield for Bond Futures Market Divergence and the Roll Yield Commodity Markets and the Roll Yield Summary Further References and Readings Part IV: Trend Following as an Alternative Asset Class Chapter 7: Properties of Trend Following Returns Trend Following as an Alternative Asset Class Crisis Alpha Crisis Beta Key Statistical Properties Summary Featured Readings and References Appendix: A Summary of Common Performance Measures Chapter 8: Characteristics of Drawdowns, Volatility, and…
  note: Electronic resource.
  note: Includes bibliographical references and index.
  subject:
    topic: Investments
  subject:
    topic: Securities
  classification: HG4529.5 .G744 2014
  classification: 332.64/52
  classification: BUS036000
  related item:
    title info:
      title: Trend following with managed futures
    name:
      name part: Greyserman, Alex.
    origin info:
      publisher: Hoboken : Wiley, 2014
      edition: 1
    identifier: (DLC) 2014019702
  related item:
    identifier: (DLC) 2014013498
  related item:
    title info:
      title: Wiley trading series
  identifier: 9781118891049 (electronic bk.)
  identifier: 111889104X (electronic bk.)
  identifier: 9781118890974 (paperback)
  identifier: 1118890973 (paperback)
  identifier: https://ebookcentral.proquest.com/lib/tamucs/detail.action
  related item:
    location:
      url: https://ebookcentral.proquest.com/lib/tamucs/detail.action
  record info:
    record content source: NhCcYBP
    record creation date: 140516
    record change date: 20250816204703.5
    record identifier: in00003452095