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The handbook of commodity investing / Frank J. Fabozzi, Roland Füss, Dieter G. Kaiser [editors]

Contributor(s): Material type: TextTextSeries: Publisher: Hoboken, New Jersey : John Wiley & Sons, [2008]Description: xxii, 986 pages : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780470117644
Subject(s): DDC classification:
  • 332.632
Contents:
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
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Holdings
Item type Current library Collection Call number Status Barcode
Book Book Main Library Reference Section Circulation C 332.632 H236 2008 (Browse shelf(Opens below)) Available 123467d

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

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