Bridge over ocean
1 April 1994 Research Foundation

Managed Futures and Their Role in Investment Portfolios

  1. Don M. Chance
Managed Futures and Their Role in Investment Portfolios View the full book (PDF)

One of the many advantages managed futures offer is that their returns have low correlations with the returns of other traditional asset classes—even though they can entail significant costs. This monograph provides an overview of the industry, discusses the advantages and disadvantages of managed futures, reviews their historical performance record, presents a method for evaluating their performance in a portfolio, and lays out how to establish a managed futures program.

We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.