Intelligent commodity indexing : a practical guide to investing in commodities /
Greer, Robert J.
Johnson, Nic.
Worah, Mihir.
New York ; London : McGraw-Hill,
c2013.
Includes bibliographical references and index.
History of commodity indexing -- Drivers of commodity index returns -- Thinking about diversification and inflation hedging -- Intelligent commodity indexation overview -- The drivers of roll yield -- Maximizing roll yield -- Calendar spreads and seasonal strategies -- Substitution -- Volatility -- Implementation -- Risk management -- Commodity fundamentals -- Commodity index development : the next phase -- Conclusion.
Commodity futures.
Investments.
Stock price indexes.