Wednesday, February 6, 2008
Is Managed Futures an Asset Class? The Search for the Beta of Commodity Futures
By Davide Accomazzo, Adjunct Professor of Finance, Pepperdine University, Graziadio School of Business; Principal, Managing Director, Cervino Capital Management, LLC and
Michael Frankfurter, Chief Investment Strategist, Managed Account Research, Inc.; Principal, Managing Director, Cervino Capital Management, LLC
“Is Managed Futures an Asset Class? The Search for the Beta of Commodity Futures” investigates potential sources of return to speculators in the commodity futures market.
From the February 2008 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge fund research
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