ISBN 13 : 978-1-904339-63-2

Sommaire : Contributors: Sean Corrigan, Stephan Wrobel, Hilary Till, Frans de Roon, Thomas M. Idzorek, Bhaswar Gupta, Kathryn Wilkens, Daniel M. Raab, Michael Lewis, Jodie Gunzberg, Paul Kaplan, Michael Magers, Kenneth J. Armstead, Ram Venkatraman, Ashmead Pringle, Tom Fernandes, Colin Waugh, Rian P. Akey, Evert B. Vrugt; Rob Bauer; Roderick Molenaar; Tom Steenkamp, John E. Dunn III, Thunderbird, Carlos Blanco, José Ramón Aragonés, Mark A. Hooker, Joseph Eagleeye, George T. Dowd III, Matthew C. Schwab, Paul Cameron, Jeremy Wilcox, Nick Ronalds; Wang Xueqin.

Foreword
Robert J. Greer, PIMCO

Introduction
Hilary Till, Premia Capital Management, LLC and EDHEC Risk and
Asset Management Research Centre

Section 1: Overview
1 Commodities: Trends, Cycles and Investment Implications

Section 2: Research perspective

2 Introduction to A Long-Term Perspective on Commodity Futures Returns
3 Part I of A Long-Term Perspective on Commodity Futures Returns: Review of the Historical Literature
4 Part II of A Long-Term Perspective on Commodity Futures Returns: Term Structure as the Primary Driver of Returns
5 Predictability in Commodity Futures Markets
6 Commodities and Strategic Asset Allocation
7 An Evaluation of the Commodity Exposure in Commodity Trading Advisors

Section 3: Index-provider perspective

8 Index Fundamentals
9 Structural Shifts in Commodity-Index Investing
10 The Long and Short of Commodity Futures Index Investing: The MorningStar Commodity Index Family

Section 4: Active-manager perspective

11 Enhanced Commodity Indexing
12 Commodity Returns - Implications for Active Management
13 Relative-Value Trading Opportunities in Energy and Agriculture
14 Collision: Investing for the New World Commodity Order

Section 5: Investor perspective

15 Alpha, Beta, and Commodities: Can A Commodities Investment be Both a High-Risk-Adjusted Return Source and a Portfolio Hedge?
16 Dynamic Commodity Timing Strategies
17 Conducting Investment Due Diligence on Active Natural-Resource Managers

Section 6: Risk management perspective

18 Risk Management Best Practices for Investments in Energy and Commodity Markets
19 Benchmark-Relative Risk in Active Commodities Portfolios: Incorporating Fat Tails and Downside Risk
20 Risk Management, Strategy Development, and Portfolio Construction in a Commodity Futures Programme

Section 7: New market developments

21 The Move to Electronic Trading: What to Expect in the Natural-Resources Commodity Markets
22 The Evolution of Commodity-Structured Products: From the Gold Market to Collateralised Commodity Obligations
23 Trading Carbon in Europe
24 Chinese Commodity Markets: History, Development and Prospects

Nbre volumes : 0

Langue : Anglais

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque