The handbook of commodity investing
The handbook of commodity investing
/ Frank J. Fabozzi, Roland Füss, Dieter G. Kaiser [editors]
- xxii, 986 pages : illustrations
- Frank J. Fabozzi series .
Includes bibliographical references and index.
Part one. Mechanics of the commodity market Chapter 1. A primer on commodity investing / Frank J. Fabozzi, Roland Fuss, and Dieter G. Kaiser Chapter 2. The pricing and economics of commodity futures / Mark J. P. Anson Chapter 3. Commodity futures investments: a review of strategic motivations and tactical opportunities / Joshua D. Woodard Chapter 4. Macroeconomic determinants of commodity future returns / Zeno Adams, Ronald Fuss, and Dieter G. Kaiser Chapter 5. The relationship between risk premium and convenience yield models / Viola Market and Heinz Zimmerman Chapter 6. The optimal rotation period of renewable resources: theoretical evidence from the timber sector / Dr. Fritz Helmedag Part two. Performance measurement Chapter 7. Review of commodity futures performance benchmarks / Ronald Fuss, Christian Hoppe, and Dieter G. Kaiser Chapter 8. Performance characteristics of commodity futures / Claude Erb, Campbell R. Harvey, and Christian Kempe Chapter 9. Statistical analysis of commodity futures returns / Reinhold Hafner and Maria Heiden Chapter 10. The diversification benefits of commodity futures indexes: a mean-variance spanning test / Bernd Scherer and Li He Chapter 11. CTA/managed futures strategy benchmarks: performance and review / Thomas Schneeweis, Raj Gupta, and Jason Remillard Part three. Risk management Chapter 12. Some thoughts on risk management for commodity portfolios / Jeffrey M. Christian Chapter 13. Effective risk management strategies for commodity portfolios / Moazzam Khoja Chapter 14. Quantifying cross-commodity risk portfolios of future contracts / Ted Kury Chapter 15. Incorporating futures in commodity price forecasts / Chakriya Bowman and Aasim M. Husain Part four. Asset allocation Chapter 16. Commodity trading strategies: examples of trading rules and signals from the CTA sector / Francois-Serge Lhabitant Chapter 17. How to design a commodity futures trading program / Hilary Till and Joseph Eagleeye Chapter 18. Sources of alpha in commodity investing / Markus Mezger Chapter 19. Efficient frontier of commodity portfolios / Juliane Proelss and Denis Schweizer Chapter 20. Active management of commodity investments: the role of CTAs and hedge funds / R. McFall Lamm, Jr. Chapter 21. Introducing alternative investments in a traditional portfolio: the case of commodities, hedge funds, and managed futures / Mark S. Shore Chapter 22. Strategic and tactical allocation to commodities for retirement savings schemes / Theo E. Nijman and Laurens A. P. Swinkels Part five. Commodity products Chapter 23. Types of commodity investments / Lynne Engelke and Jack C. Yuen Chapter 24. Commodity options / Carol Alexander and Aanand Venkatramanan Chapter 25. The pricing of electricity forwards / Dr. Matthias Muck and Markus Rudolf Chapter 26. Securitization of commodity price risk / Paul U. Ali Chapter 27. Commodity trading advisors: a review of historical performance / Martin Eling Chapter 28. Catching future stars among micro-CTAs / Greg N. Gregoriou and Fabrice Douglas Rouah Chapter 29. A primer on energy hedge funds / Oliver Engelen and Dieter G. Kaiser Part six. Special classes Chapter 30. An overview of commodity sectors / Roland Eller and Christian Sagerer Chapter 31. A practical guide to gold as an investment asset / Charlie X. Cai, Iain Clacher, Robert Faff, and David Hillier Chapter 32. The effect of gold in a traditional portfolio / Thomas Heidorn and Nadeshda Demidova-Menzel Chapter 33. Fundamental analysis of the world silver market / Jeffrey M. Christian Chapter 34. Investing in base metals / Michael Killick Chapter 35. Electricity trading in the European Union / Stefan Ulreich Chapter 36. The natural gas market in the United Kingdom / Chris Harris Chapter 37. Emissions trading in the European Union / Stefan Ulreich Chapter 38. The fundamentals of agricultural and livestock commodities / Ronald C. Spurga Chapter 39. Fundamental analysis of the world sugar market / Rohit Savant Part seven. Technical analysis Chapter 40. The profitability of technical analysis in commodity markets / Cheol-Ho Park and Scott H. Irwin
9780470117644
Commodity futures--Handbooks, manuals, etc.
332.632
Includes bibliographical references and index.
Part one. Mechanics of the commodity market Chapter 1. A primer on commodity investing / Frank J. Fabozzi, Roland Fuss, and Dieter G. Kaiser Chapter 2. The pricing and economics of commodity futures / Mark J. P. Anson Chapter 3. Commodity futures investments: a review of strategic motivations and tactical opportunities / Joshua D. Woodard Chapter 4. Macroeconomic determinants of commodity future returns / Zeno Adams, Ronald Fuss, and Dieter G. Kaiser Chapter 5. The relationship between risk premium and convenience yield models / Viola Market and Heinz Zimmerman Chapter 6. The optimal rotation period of renewable resources: theoretical evidence from the timber sector / Dr. Fritz Helmedag Part two. Performance measurement Chapter 7. Review of commodity futures performance benchmarks / Ronald Fuss, Christian Hoppe, and Dieter G. Kaiser Chapter 8. Performance characteristics of commodity futures / Claude Erb, Campbell R. Harvey, and Christian Kempe Chapter 9. Statistical analysis of commodity futures returns / Reinhold Hafner and Maria Heiden Chapter 10. The diversification benefits of commodity futures indexes: a mean-variance spanning test / Bernd Scherer and Li He Chapter 11. CTA/managed futures strategy benchmarks: performance and review / Thomas Schneeweis, Raj Gupta, and Jason Remillard Part three. Risk management Chapter 12. Some thoughts on risk management for commodity portfolios / Jeffrey M. Christian Chapter 13. Effective risk management strategies for commodity portfolios / Moazzam Khoja Chapter 14. Quantifying cross-commodity risk portfolios of future contracts / Ted Kury Chapter 15. Incorporating futures in commodity price forecasts / Chakriya Bowman and Aasim M. Husain Part four. Asset allocation Chapter 16. Commodity trading strategies: examples of trading rules and signals from the CTA sector / Francois-Serge Lhabitant Chapter 17. How to design a commodity futures trading program / Hilary Till and Joseph Eagleeye Chapter 18. Sources of alpha in commodity investing / Markus Mezger Chapter 19. Efficient frontier of commodity portfolios / Juliane Proelss and Denis Schweizer Chapter 20. Active management of commodity investments: the role of CTAs and hedge funds / R. McFall Lamm, Jr. Chapter 21. Introducing alternative investments in a traditional portfolio: the case of commodities, hedge funds, and managed futures / Mark S. Shore Chapter 22. Strategic and tactical allocation to commodities for retirement savings schemes / Theo E. Nijman and Laurens A. P. Swinkels Part five. Commodity products Chapter 23. Types of commodity investments / Lynne Engelke and Jack C. Yuen Chapter 24. Commodity options / Carol Alexander and Aanand Venkatramanan Chapter 25. The pricing of electricity forwards / Dr. Matthias Muck and Markus Rudolf Chapter 26. Securitization of commodity price risk / Paul U. Ali Chapter 27. Commodity trading advisors: a review of historical performance / Martin Eling Chapter 28. Catching future stars among micro-CTAs / Greg N. Gregoriou and Fabrice Douglas Rouah Chapter 29. A primer on energy hedge funds / Oliver Engelen and Dieter G. Kaiser Part six. Special classes Chapter 30. An overview of commodity sectors / Roland Eller and Christian Sagerer Chapter 31. A practical guide to gold as an investment asset / Charlie X. Cai, Iain Clacher, Robert Faff, and David Hillier Chapter 32. The effect of gold in a traditional portfolio / Thomas Heidorn and Nadeshda Demidova-Menzel Chapter 33. Fundamental analysis of the world silver market / Jeffrey M. Christian Chapter 34. Investing in base metals / Michael Killick Chapter 35. Electricity trading in the European Union / Stefan Ulreich Chapter 36. The natural gas market in the United Kingdom / Chris Harris Chapter 37. Emissions trading in the European Union / Stefan Ulreich Chapter 38. The fundamentals of agricultural and livestock commodities / Ronald C. Spurga Chapter 39. Fundamental analysis of the world sugar market / Rohit Savant Part seven. Technical analysis Chapter 40. The profitability of technical analysis in commodity markets / Cheol-Ho Park and Scott H. Irwin
9780470117644
Commodity futures--Handbooks, manuals, etc.
332.632