Thomas Rollinger

Dynamic duo: Managed futures and hedge funds

By Thomas Rollinger | December 1, 2012

Investing in managed futures can improve the overall risk profile of a portfolio far beyond what can be achieved with hedge funds alone.

Sortino ratio: A better measure of risk

By Thomas Rollinger, Scott Hoffman | February 1, 2013

Tom Rollinger and Scott Hoffman explain why the Sortino ratio is a superior measure of risk that doesn’t punish excessive positive returns.