Prof. Davide Accomazzo, CIO of THALASSA CAPITAL LLC, is the co-author of the new book "Alternative Investments: Instruments, Performance, Benchmarks and Strategies" recently published by Wiley for the Kolb Series in Finance.
The book is a comprehensive guide to alternative investments that reveals today's latest research and strategies. Prof. Accomazzo authored chapter 21: Managed Futures:Markets, Investment Characteristics, and Role in a Portfolio.
The following is a link to Wiley page for the book: http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118241126.html