This paper applies real-world constraints in its quantitative analysis of hedge fund investments, and concludes that equal-risk portfolios perform better than equivalent minimum-risk approaches. According to the study's results, investments in Managed Futures will always improve an investor's performance.
More in Performance & Risk
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
