Reading room
Below you will find links to articles and resources on both Mulvaney Capital and the wider managed futures and hedge fund industry.

Members of the Press can register here to be kept up to date with developments at Mulvaney Capital Management and in the broader industry.

Please note that we have listed external information as helpful background only, and do not necessarily endorse the views contained in any article or paper.

Mulvaney Capital background documents

Key personnel
Q&A with Paul Mulvaney
Pillar 3 Disclosure

Press releases

Mulvaney Capital Board appointments
Stock Exchange Listing

Useful links

Mulvaney Capital is not responsible for the content of external websites
www.turtletrader.com
www.trendfollowing.com
www.cta-index.com
www.eurekahedge.com
www.cass.city.ac.uk/airc/papers.html

Bibliography

The following articles provide a good background on the managed futures sector,as well as defining some of the technical arguments about system design, performance measurement

Hilary Till. Derivatives Week, 17 February 2003. “Implicit options in hedge fund products.” How to use the long or short optionality inherent in hedge fund styles to make decisions about hedge fund investments.

Terrance Odean. University of California, David Campus, 1997. “Are investors reluctant to realize their losses?” Odean tests the ‘disposition effect’, whereby investors tend to realise gains too soon, and hang onto losses, by analysing brokerage house records.

Undiscovered Managers, LLC. Dallas, TX, 2001. “Alternative Investments and the
semi-affluent investor.” Reviews the benefits and risks of various styles, and products; portfolio allocation; non-investment issues.

Harry M Kat. Reading: University of Reading, November 2002. “Managed futures and hedge funds – a match made in heaven.” Adding managed futures to a portfolio of stocks and bonds will reduce standard deviation more and quicker than hedge funds will, and without the undesirable side-effects on skewness and kurtosis.

William Fung and David Hsieh. Society for Financial Studies: Review of Financial Studies, 14:2, 2001. “The risk in hedge fund strategies: theory and evidence from trend followers.” How to model hedge fund returns by focusing on trend following.

W. Bruce Canoles, Sarahelen R. Thompson, Scott H. Irwin and Virginia G. France. University of Illinois at Urbana-Champaign: OFOR Paper Number 97-01
May 1997. “An analysis of the profiles and motivations of habitual commodity speculators.”


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