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05788nam a22008417a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20231110153459.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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220811s2008 njua bf 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780470117644 |
| 040 ## - CATALOGING SOURCE |
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| Transcribing agency |
QCPL |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.632 |
| 245 04 - TITLE STATEMENT |
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| Title |
The handbook of commodity investing |
| Statement of responsibility, etc. |
/ Frank J. Fabozzi, Roland Füss, Dieter G. Kaiser [editors] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Hoboken, New Jersey : |
| Name of producer, publisher, distributor, manufacturer |
John Wiley & Sons, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2008] |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxii, 986 pages : |
| Other physical details |
illustrations |
| 336 ## - Content Type |
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| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Source |
rdamedia |
| 338 ## - Carrier Type |
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| Carrier type term |
online resource |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Frank J. Fabozzi series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Part one. Mechanics of the commodity market |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 1. A primer on commodity investing / Frank J. Fabozzi, Roland Fuss, and Dieter G. Kaiser |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 2. The pricing and economics of commodity futures / Mark J. P. Anson |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 3. Commodity futures investments: a review of strategic motivations and tactical opportunities / Joshua D. Woodard |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 4. Macroeconomic determinants of commodity future returns / Zeno Adams, Ronald Fuss, and Dieter G. Kaiser |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 5. The relationship between risk premium and convenience yield models / Viola Market and Heinz Zimmerman |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 6. The optimal rotation period of renewable resources: theoretical evidence from the timber sector / Dr. Fritz Helmedag |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Part two. Performance measurement |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 7. Review of commodity futures performance benchmarks / Ronald Fuss, Christian Hoppe, and Dieter G. Kaiser |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 8. Performance characteristics of commodity futures / Claude Erb, Campbell R. Harvey, and Christian Kempe |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 9. Statistical analysis of commodity futures returns / Reinhold Hafner and Maria Heiden |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 10. The diversification benefits of commodity futures indexes: a mean-variance spanning test / Bernd Scherer and Li He |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 11. CTA/managed futures strategy benchmarks: performance and review / Thomas Schneeweis, Raj Gupta, and Jason Remillard |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Part three. Risk management |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 12. Some thoughts on risk management for commodity portfolios / Jeffrey M. Christian |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 13. Effective risk management strategies for commodity portfolios / Moazzam Khoja |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 14. Quantifying cross-commodity risk portfolios of future contracts / Ted Kury |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 15. Incorporating futures in commodity price forecasts / Chakriya Bowman and Aasim M. Husain |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Part four. Asset allocation |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 16. Commodity trading strategies: examples of trading rules and signals from the CTA sector / Francois-Serge Lhabitant |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 17. How to design a commodity futures trading program / Hilary Till and Joseph Eagleeye |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 18. Sources of alpha in commodity investing / Markus Mezger |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 19. Efficient frontier of commodity portfolios / Juliane Proelss and Denis Schweizer |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 20. Active management of commodity investments: the role of CTAs and hedge funds / R. McFall Lamm, Jr. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 21. Introducing alternative investments in a traditional portfolio: the case of commodities, hedge funds, and managed futures / Mark S. Shore |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 22. Strategic and tactical allocation to commodities for retirement savings schemes / Theo E. Nijman and Laurens A. P. Swinkels |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Part five. Commodity products |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 23. Types of commodity investments / Lynne Engelke and Jack C. Yuen |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 24. Commodity options / Carol Alexander and Aanand Venkatramanan |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 25. The pricing of electricity forwards / Dr. Matthias Muck and Markus Rudolf |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 26. Securitization of commodity price risk / Paul U. Ali |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 27. Commodity trading advisors: a review of historical performance / Martin Eling |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 28. Catching future stars among micro-CTAs / Greg N. Gregoriou and Fabrice Douglas Rouah |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 29. A primer on energy hedge funds / Oliver Engelen and Dieter G. Kaiser |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Part six. Special classes |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 30. An overview of commodity sectors / Roland Eller and Christian Sagerer |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 31. A practical guide to gold as an investment asset / Charlie X. Cai, Iain Clacher, Robert Faff, and David Hillier |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 32. The effect of gold in a traditional portfolio / Thomas Heidorn and Nadeshda Demidova-Menzel |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 33. Fundamental analysis of the world silver market / Jeffrey M. Christian |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 34. Investing in base metals / Michael Killick |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 35. Electricity trading in the European Union / Stefan Ulreich |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 36. The natural gas market in the United Kingdom / Chris Harris |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 37. Emissions trading in the European Union / Stefan Ulreich |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 38. The fundamentals of agricultural and livestock commodities / Ronald C. Spurga |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 39. Fundamental analysis of the world sugar market / Rohit Savant |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Part seven. Technical analysis |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Chapter 40. The profitability of technical analysis in commodity markets / Cheol-Ho Park and Scott H. Irwin |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Commodity futures |
| Form subdivision |
Handbooks, manuals, etc. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) |
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| Topical term or geographic name as entry element |
Business & money |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Fabozzi, Frank J. |
| Relator term |
editor |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Füss, Roland |
| Relator term |
editor |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kaiser, Dieter G. |
| Relator term |
editor |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |