Handbook of Commodity Investing
The Handbook of commodity investing\ This invaluable resource provides an overview of the basics and foundations of commodity investing, as well as recent theory and empirical evidence on the commodity markets.\ Written by leading practitioners and academics, The Handbook of Commodity Investing explains the complexities of commodity investments, their associated risks, and how investors can optimize their portfolios by including different types of commodity investments. Each chapter contains...
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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.
Pt. 1 Mechanics of the Commodity Market 1Ch. 1 A Primer on Commodity Investing Frank J. Fabozzi Fabozzi, Frank J. Roland Fuss Fuss, Roland Dieter G. Kalser Kalser, Dieter G. 3Ch. 2 The Pricing and Economics of Commodity Futures Mark J. P. Anson Anson, Mark J. P. 38Ch. 3 Commodity Futures Investments: A Review of Strategic Motivations and Tactical Opportunities Joshua D. Woodard Woodard, Joshua D. 56Ch. 4 Macroeconomic Determinants of Commodity Futures Returns Zeno Adams Adams, Zeno Roland Fuss Fuss, Roland Dieter G. Kaiser Kaiser, Dieter G. 87Ch. 5 The Relationship Between Risk Premium and Convenience Yield Models Viola Markert Markert, Viola Heinz Zimmermann Zimmermann, Heinz 113Ch. 6 The Optimal Rotation Period of Renewable Resources: Theoretical Evidence from the Timber Sector Fritz Helmedag Helmedag, Fritz 145Pt. 2 Performance Measurement 167Ch. 7 Review of Commodity Futures Performance Benchmarks Roland Fuss Fuss, Roland Christian Hoppe Hoppe, Christian Dieter G. Kaiser Kaiser, Dieter G. 189Ch. 8 Performance Characteristics of Commodity Futures Claude Erb Erb, Claude Campbell R. Harvey Harvey, Campbell R. Christian Kempe Kempe, Christian 203Ch. 9 Statistical Analysis of Commodity Futures Returns Reinhold Hafner Hafner, Reinhold Maria Heiden Heiden, Maria 227Ch. 10 The Diversification Beneifts of Commodity Futures Indexes: A Mean-Variance Spanning Test Bernd Scherer Scherer, Bernd Li He Li, He 241Ch. 11 CTA/Managed Futures Strategy Benchmarks: Performance and Review Thomas Schneeweis Schneeweis, Thomas Raj Gupta Gupta, Raj Jason Remillard Remillard, Jason 266Pt. 3 Risk Management 311Ch. 12 Some Thoughts on Risk Management forCommodity Portfolios Jeffrey M. Christian Christian, Jeffrey M. 313Ch. 13 Effective Risk Management Strategles for Commodity Portfolios Moazzam Khoja Khoja, Moazzam 322Ch. 14 Quantifying Cross-Commodity Risk in Portfolios of Futures Contracts Ted Kury Kury, Ted 335Ch. 15 Incorporating Futures in Commodity Price Forecasts Chakriya Bowman Bowman, Chakriya Aasim M. Husain Husain, Aasim M. 358Pt. 4 Asset Allocation 389Ch. 16 Commodity Trading Strategies: Examples of Trading Rules and Signals from the CTA Sector Francois-Serge Lhabitant Lhabitant, Francois-Serge 391Ch. 17 How to Design a Commodity Futures Trading Program Hilary Till Till, Hilary Joseph Eagleeye Eagleeye, Joseph 408Ch. 18 Sources of Alpha in Commodity Investing Markus Mezger Mezger, Markus 423Ch. 19 Efficient Frontier or Commodity Portfolios Juliane Proeiss Proeiss, Juliane Denis Schweizer Schweizer, Denis 464Ch. 20 Active Management of Commodity Investments: The Role of CTAs and Hedge Funds R. McFall Lamm, Jr. Lamm, R. McFall, Jr. 478Ch. 21 Introducing Alternative Investments in a Traditional Portfolio: The Case of Commodities, Hedge Funds, and Managed Futures Mark S. Shore Shore, Mark S. 504Ch. 22 Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes Theo E. Nijman Nijman, Theo E. Laurens A. P. Swinkels Swinkels, Laurens A. P. 522Pt. 5 Commodity Products 547Ch. 23 Types of Commodity Investments Lynne Engelke Engelke, Lynne Jack C. Yuen Yuen, Jack C. 549Ch. 24 Commodity Options Carol Alexander Alexander, Carol Aanand Venkatramanan Venkatramanan, Aanand 570Ch. 25 The Pricing of Electricity Forwards Matthias Muck Muck, Matthias Markus Rudolf Rudolf, Markus 598Ch. 26 Securitization of Commodity Price Risk Paul U. Ali Ali, Paul U. 613Ch. 27 Commodity Trading Advisors: A Review of Historical Performance Martin Eling Eling, Martin 626Ch. 28 Catching Future Stars Among Micro-CTAs Greg N. Gregoriou Gregoriou, Greg N. Fabrice Douglas Rouah Rouah, Fabrice Douglas 648Ch. 29 A Primer on Energy Hedge Funds Oliver Engelen Engelen, Oliver Dieter G. Kaiser Kaiser, Dieter G. 680Pt. 6 Special Classes 679Ch. 30 An Overview of Commodity Sectors Roland Eller Eller, Roland Christian Sagerer Sagerer, Christian 681Ch. 31 A Practical Guide to Gold as an Investment Asset Charlie X. Cai Cai, Charlie X. Iain Clacher Clacher, Iain Robert Faff Faff, Robert David Hillier Hillier, David 712Ch. 32 The Effect of Gold in a Traditional Porfolio Thomas Heidorn Heidorn, Thomas Nadeshda Demidova-Menzel Demidova-Menzel, Nadeshda 736Ch. 33 Fundamental Analysis of the World Silver Market Jeffrey M. Christian Christian, Jeffrey M. 763Ch. 34 Investing in Base Metals Michael Killick Killick, Michael 778Ch. 35 Electricity Trading in the European Union Stefan Ulreich Ulreich, Stefan 803Ch. 36 The Natural Gas Market in the United Kingdom Chris Harris Harris, Chris 825Ch. 37 Emissions Trading in the European Union Stefan Ulreich Ulreich, Stefan 844Ch. 38 The Fundamentals of Agricultural and Livestock Commodities Ronald C. Spurga Spurga, Ronald C. 863Ch. 39 Fundamental Analysis of the World Sugar Market Rohit Savant Savant, Rohit 888Pt. 7 Technical Analysis 907Ch. 40 The Prolitability of Technical Analysis in Commodity Markets Cheol-Ho Park Park, Cheol-Ho Scott H. Irwin Irwin, Scott H. 909Index 949
