The idea for this book came about when we realized that a collection of Tmanaged futures articles dealing with quantitative and qualitative analy- ses of commodity trading advisors (CTAs) could be a useful and welcomed addition to existing books on the subject. The chapters that follow intro- duce readers to many of the issues related to managed futures that we believe are vital for proper selection and monitoring of CTAs. These issues include performance assessment, benchmarking,. | Risk Performance Analysis and Selection GREG X. GREGORICH VASSII-IOS N. KARAVAS I RAXCOIS-SI RGE EABRICE ROƯAH Advisors John Wiley Sons Founded in 1807 John Wiley Sons is the oldest independent publishing company in the United States. With offices in North America Europe Australia and Asia Wiley is globally committed to developing and marketing print and electronic products and services for our customers professional and personal knowledge and understanding. The Wiley Finance series contains books written specifically for finance and investment professionals as well as sophisticated individual investors and their financial advisors. Book topics range from portfolio management to e-commerce risk management financial engineering valuation and financial instrument analysis as well as much more. For a list of available titles visit our web site at .
