0544_Commodity Trading Advisors.pdf

Advisors

Commodity Trading

John Wiley & Sons

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Advisors

Risk, Performance Analysis,

and Selection

GREG N. GREGORIOU

VASSILIOS N. KARAVAS

FRANÇOIS-SERGE LHABITANT

FABRICE ROUAH

John Wiley & Sons, Inc.

Commodity Trading

To my mother Evangelia, and in memory of my

beloved father Nicholas—G.N.G.

To my parents Virginia and Nikos—V.K.

To the ones I love—F.S.L.

To my parents Jacqueline and Jean, and

in loving memory of my grandfather David—F.R.

Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

Published simultaneously in Canada.

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to the accuracy or completeness of the contents of this book and specifically disclaim any

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Library of Congress Cataloging-in-Publication Data

Commodity trading advisors : risk, performance analysis, and selection /

[edited by] Greg N. Gregoriou . . . [et al.].

p. cm.

ISBN 0-471-68194-6 (cloth)

1. Commodity trading advisors. I. Gregoriou, Greg N., 1956–

HG6046.5.C66 2004

332.64'4—dc22

2004007925

Printed in the United States of America

10 9 8 7 6 5 4 3 2 1

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