Intelligent commodity indexing
Subtitle: a practical guide to investing in commodities
By: by Robert Greer, Nic Johnson and Mihir Worah
Contributors: Johnson, Nic; Worah, Mihir
Publisher: McGraw-Hill
Published: 2013
Place of publication: New York
Language: eng
ISBN-13: 9780071763141
Subjects: Commodity futures; Investments; Stock price indexes
Notes: Includes index.
Table of contents: title: History of commodity indexing; title: Drivers of commodity index returns; title: Thinking about diversification and inflation hedging; title: Intelligent commodity indexation overview; title: The drivers of roll yield; title: Maximizing roll yield; title: Calendar spreads and seasonal strategies; title: Substitution; title: Volatility; title: Implementation; title: Risk management; title: Commodity fundamentals; title: Commodity index development : the next phase; title: Conclusion.