The Handbook of Commodity InvestingFilled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor in mind, The Handbook of Commodity Investments covers a wide range of issues, including the risk and return of commodities, diversification benefits, risk management, macroeconomic determinants of commodity investments, and commodity trading advisors. Starting with the basics of commodity investments and moving to more complex topics, such as performance measurement, asset pricing, and value at risk, The Handbook of Commodity Investments is a reliable resource for anyone who needs to understand this dynamic market. |
Other editions - View all
The Handbook of Commodity Investing Frank J. Fabozzi,Roland Fuss,Dieter G. Kaiser No preview available - 2008 |
The Handbook of Commodity Investing Frank J. Fabozzi,Roland Fuss,Dieter G. Kaiser No preview available - 2008 |
Common terms and phrases
agricultural allocation analysis arbitrage asset class backwardation base metals benchmark cash commodity futures commodity indexes commodity investing commodity markets commodity prices commodity trading advisors contango convenience yield copper correlation costs created from data crude oil CTA indexes ð Þ data obtained demand diversified economic electricity energy equation equity ethanol excess return exchange Exhibit created expected exposure forecasts forward price futures contract Futures Markets futures prices futures returns global gold price GSCI hedge funds increase industrial metals industry inflation interest rate investors Journal kurtosis managed futures MFSB modity moving average natural gas negative NYMEX optimal options p-value performance period portfolio positive production profits risk premium roll return Rouwenhorst sector Sharpe ratio silver skewness Source soybean spot price spot return standard deviation statistical stocks and bonds strategy sugar technical trading term structure tion Total Return Index trading rules U.S. dollar volatility wheat