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9780470293201

The Handbook of Commodity Investing

by ; ;
  • ISBN13:

    9780470293201

  • ISBN10:

    0470293209

  • Format: eBook
  • Copyright: 2008-08-01
  • Publisher: Wiley
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Summary

Filled 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.

Table of Contents

Foreword
Preface
About the Editors
Contributing Authors
Mechanics of the Commodity Market
A Primer on Commodity Investing
The Pricing and Economics of Commodity Futures
Commodity Futures Investments: A Review of Strategic Motivations and Tactical Opportunities
Macroeconomic Determinants of Commodity Futures Returns
The Relationship Between Risk Premium and Convenience Yield Models
The Optimal Rotation Period of Renewable Resources: Theoretical Evidence from the Timber Sector
Performance Measurement
Review of Commodity Futures Performance Benchmarks
Performance Characteristics of Commodity Futures
Statistical Analysis of Commodity Futures Returns
The Diversification Benefits of Commodity Futures Indexes: A Mean-Variance Spanning Test
CTA/Managed Futures Strategy Benchmarks: Performance and Review
Risk Management
Some Thoughts on Risk Management for Commodity Portfolios
Effective Risk Management Strategies for Commodity Portfolios
Quantifying Cross-Commodity Risk in Portfolios of Futures Contracts
Incorporating Futures in Commodity Price Forecasts
Asset Allocation
Commodity Trading Strategies: Examples of Trading Rules and Signals from the CTA Sector
How to Design a Commodity Futures Trading Program
Sources of Alpha in Commodity Investing
Efficient Frontier of Commodity Portfolios
Active Management of Commodity Investments: The Role of CTAs and Hedge Funds
Introducing Alternative Investments in a Traditional Portfolio: The Case of Commodities, Hedge Funds, and Managed Futures
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes
Commodity Products
Types of Commodity Investments
Commodity Options
The Pricing of Electricity Forwards
Securitization of Commodity Price Risk
Commodity Trading Advisors: A Review of Historical Performance
Catching Future Stars Among Micro-CTAs
A Primer on Energy Hedge Funds
Special Classes
An Overview of Commodity Sectors
A Practical Guide to Gold as an Investment Asset
The Effect of Gold in a Traditional Portfolio
Fundamental Analysis of the World Silver Market
Inves
Table of Contents provided by Publisher. All Rights Reserved.

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