Research and publications

Life at Sharpe's End

For futures programs, the meaning of rate-of-return numbers can be somewhat ambiguous, given that one does not need to set aside capital in the amount of a program’s funding level. Instead, an investor can fractionally fund an account using “notional funding.”

Author(s):

Hilary Till

Summary:

For futures programs, the meaning of rate-of-return numbers can be somewhat ambiguous, given that one does not need to set aside capital in the amount of a program’s funding level. Instead, an investor can fractionally fund an account using “notional funding.”

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Type : Working paper
Date : 09/03/2001
Keywords :

Alternative Investments