Commodities As An Asset Class In Portfolio Management
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Commodities As An Asset Class In Portfolio Management
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Author : Friederike Erhorn
language : en
Publisher: GRIN Verlag
Release Date : 2011-04
Commodities As An Asset Class In Portfolio Management written by Friederike Erhorn and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04 with categories.
Diploma Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,3, University of Applied Sciences Essen, language: English, abstract: Commodities have become an important tool in portfolio management strategies due to their good performance, the bullish outlook for this asset class over the next decade with commodity prices setting new highs and in contrast, the highly volatile performance of stocks and bonds as well as the major equity crashes in recent years. This book analyses why and which commodities should be added to your portfolio. It gives a thorough introduction and analyses: - Basic concepts of portfolio management and commodities - Different investment exposures to commodities - Return decomposition of commodity futures - Evidence that commodities constitute an asset class - Comparison of the different asset classes regarding risk, return and correlation as well as the performance analysis of the single asset classes with regard to the business cycle and inflation - Efficient frontiers of portfolios with and without commodities over different periods of time The key objective of this study is to investigate how commodities as an asset class influence the risk-return-ratio of a traditional portfolio in a passive investment strategy over various periods of time.
Commodities For Every Portfolio
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Author : Emanuel Balarie
language : en
Publisher: John Wiley & Sons
Release Date : 2007-12-04
Commodities For Every Portfolio written by Emanuel Balarie and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-04 with Business & Economics categories.
Step-by-step guidelines for making commodities a valuable component in any portfolio As stock market investing becomes increasingly hard to squeeze profits from, savvy investors are finding commodities to be the perfect vehicle for maintaining portfolio performance. Commodities for Every Portfolio shows commodities newcomers how to ease into this straightforward market, which strategies are best (and which to steer clear of!) and much, much more. Investors and traders get easy-to-follow techniques, strategies, and methods, with individual chapters showing how to invest in commodities through stocks, mutual funds, ETFs, and futures. High-performing companies and index-based funds are listed by name, with specific information on how and why they succeed; hard-to-find informational resources are also provided.
Commodity Strategies
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Author : Thomas J. Dorsey
language : en
Publisher: John Wiley & Sons
Release Date : 2007-08-27
Commodity Strategies written by Thomas J. Dorsey and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-08-27 with Business & Economics categories.
Praise for Commodity Strategies "I have read many books on Point & Figure charting, but this is the first in its category-on the application of the time-tested methodology of Point & Figure charting, in particular, the concept of 'relative strength,' to pick outperforming commodities as well as to achieve diversification of non-correlated assets. If you are looking for a profitable and comprehensive methodology to making money from the commodity and currency markets and ETFs, look no further-you have found it. This book has it all." -Fred Tam, MPhil, CFTe, MSTA, lecturer in technical analysis at University Malaya and Open University Malaysia "Tom Dorsey is a market wizard who continues to stimulate the investor's mind. Commodity Strategies is powerful from start to finish with charts and many interesting insights. It's a clear guide for anyone looking to expand their investment horizon." -Joseph Barrato, EVP of Investment Strategies, Arrow Funds "This book and Dorsey's commodity strategies provide a much-needed, disciplined, and risk-managed framework for when and how to incorporate commodities into a portfolio. His investment methodologies along with the evolution of ETFs into alternative asset classes like commodities and currencies are a match made in heaven." -H. Bruce Bond, President and CEO, PowerShares Capital Management
Post Modern Investment
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Author : Garry B. Crowder
language : en
Publisher: John Wiley & Sons
Release Date : 2012-11-08
Post Modern Investment written by Garry B. Crowder and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-08 with Business & Economics categories.
Debunking outdated and inaccurate beliefs about investment management and reveals the new realities of the post-modern financial markets There have been a lot of big changes in the investment world over the past decade, and many long-cherished beliefs about the structures and performance of various investments no longer apply. Unfortunately the news seems not to have reached many thought leaders and investment professionals who persist in trying, and failing, to apply 20th-century thinking to 21st-century portfolio management. Nowhere is this more true than when it comes to the subject of alternative investments. Written by an all-star team of investment management experts, this book debunks common myths and misconceptions about most classes of alternative investments and offers valuable advice on how to develop investment management and asset allocation strategies consistent with the new realities of the ever-changing world of alternative investments. Covers most alternative asset classes, including private equity, real estate, managed futures, hedge funds, commodity indices, and more Debunks long-held assumptions about the structure and performance of various investment classes that continue to dominate the industry Explores the implications for investment managers of the proliferation of international marketable securities and global financial markets Provides an overview of both the micro and the macro aspects of each alternative investment class
The Little Book Of Commodity Investing
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Author : John Stephenson
language : en
Publisher: Wiley
Release Date : 2010-06-29
The Little Book Of Commodity Investing written by John Stephenson and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-29 with Business & Economics categories.
The world has changed and so too has investing. The market is shell shocked and yesterday's momentum stocks are today's slow-motion stocks. But in the new reality of low-growth investing, commodities are hot and getting hotter. A rapidly industrializing and urbanizing Asia will be demanding lots more copper, zinc, iron ore, coal, fertilizers, gold and oil to transform their societies. Commodities are it and that's great news for investors who want to profit from the next great bull market in commodities. In fact, commodities may be about the only asset class that is likely to outperform the broad market in the future. Although they are without a doubt important to the global economy, commodities are among the most misunderstood of all asset classes. Stocks, bonds and real estate all have legions of followers and plenty of experts agree on their importance within an investment portfolio, but venture into the world of commodities and you are into an area that's intimidating to the average investor, where suspicions run deep and understanding is limited. As a result, commodities get short-shrift in most investment accounts and investors miss out on some important opportunities. The Little Book of Commodity Investing is an indispensible guide to learning the ins and outs of commodity investing. It's about identifying opportunities to profit from the coming bull market in commodities. It explains the benefits of commodities as part of a well diversified investment portfolio; covers all of the major commodities markets; what makes commodities and the companies that produce them tick; why commodities sometimes zig and then zag; what to buy and when to buy it; and why commodities are the next big thing. Today's world is a very different world-a world where an understanding of commodities is a prerequisite for investment success. And The Little Book of Commodity Investing is the roadmap you need to discover where the opportunities of the future lie, and what to do about it.
Investing In Commodities
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Author : Patrick Maul
language : en
Publisher: diplom.de
Release Date : 2011-03-29
Investing In Commodities written by Patrick Maul and has been published by diplom.de this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-29 with Business & Economics categories.
Inhaltsangabe:Introduction: Commodities and especially investments in commodities are currently enjoying a high degree of attention by institutional investors such as pension funds and portfolio managers but an increasing interest in commodities can also be found at retail investors. Unlike bonds, stocks, mutual and exchange traded funds, commodities are real, tangible products and part of people s everyday life. Even though commodities are essential for our survival, recently commodities as an asset class were part of excessive media coverage, investments in that asset class has become interesting for private investors. In this Bachelor Thesis I give insight into the commodity sector as an investment opportunity especially for private investors in Germany. I will refrain from presenting the historical development of the physical commodity market, but this work shows the facts about the six most important opportunities provided in the financial market to participate in the development in as Jim Rogers describes it, the world s best market . Price development of selected commodities in 2009: The previously mentioned excessive media coverage is the consequence of apparently infinite price increases of the much-noticed commodities gold and crude oil. The spot price for gold for example has reached a new all-time high in November 2009 with over 1100 USD/oz. and a price increase of 50% in 12 months. The spot price for Brent crude oil has approximately doubled in the same period of time from around 38 USD/bbl. at the end of December 2008 to 78 USD/bbl. in November 2009. Therewith the spot price for one barrel of Brent crude oil has only reached 50% of its peak price on 7th of June 2008. Back then crude oil cost 145.16 USD/bbl. Such performances and prospects for further price increases arouse interest in the mass market and move commodity investments into the focus of all kind of investors. Indeed investment in the asset class commodities has always been profitable for investors as they have usually achieved a higher rate of return in the past as well as in the year 2009 compared to benchmark-investments like the German index of leading shares, DAX (see Table A: Spot prices for Gold & Crude Oil vs. Benchmark (DAX) from Nov. 2008 - Nov. 2009). At the same time commodity investments have been underrepresented in most portfolios of private investors. What happened before 2009? Before the outbreak of the financial crisis in 2008, the increasing demand [...]
Commodity Trading Advisors
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Author : Greg N. Gregoriou
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-02
Commodity Trading Advisors written by Greg N. Gregoriou and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-02 with Business & Economics categories.
Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research. Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal Scholar in the finance program at McGill University.
Intelligent Commodity Indexing A Practical Guide To Investing In Commodities
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Author : Robert Greer
language : en
Publisher: McGraw Hill Professional
Release Date : 2012-11-09
Intelligent Commodity Indexing A Practical Guide To Investing In Commodities written by Robert Greer and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-09 with Business & Economics categories.
THE SECRETS TO CAPITALIZING ON THE COMMODITIES BOOM In the mid-1970s, when Bob Greer scrolled through miles of microfilm in the basement of a public library in order to record commodity prices in his yellow legal pad, the idea of commodities being an investable asset class was way outside the mainstream. Now, it's a multibilliondollar vehicle for achieving portfolio diversification and inflation hedging--and he and his colleagues have written the book on earning better returns than the indexes themselves! In Intelligent Commodity Indexing, Bob joins his fellow leaders of PIMCO's Commodity Practice, Nic Johnson and Mihir Worah, in opening up commodity indexes. Never before has there been a more thorough explanation of how a commodity index works coupled with a powerful set of strategies for making it work for you. Inside, you'll find the most up-to-date tools and time-proven best practices for earning "structural alpha" by capitalizing on recurring risk and liquidity premiums in the commodities markets. It offers the right amount of history and theory to reinforce cuttingedge techniques for: Interpreting how seasonal effects change risk premia Choosing the most profitable market for specific commodity exposure Using intelligent commodity indexing to collect risk premiums in the options market Maximizing roll yield in order to increase long-term returns Managing risk, including specific frameworks and systems Investors gain a superior advantage with this book's coverage of the nuts-and-bolts workings of various markets. Praise for Intelligent Commodity Indexing "A seminal work on an asset class that has grown in importance within institutional portfolios. The authors offer considerable insight to this complex asset class and provide investors with a thorough examination of the drivers of risk and return." -- Julia K. Bonafede, CFA, President of Wilshire Consulting "This is an excellent guide for professional investors to successful investing in commodity indexes." -- Blythe Masters, Head of Global Commodities, JP Morgan "A manual written by successful practitioners for intelligent commodity investors. An excellent guide which explains how this asset class complements and interacts with other investments." -- Alan H. Van Noord, CFA, Chief Investment Officer, Pennsylvania Public School Employees' Retirement System "Commodities are invaluable tools for investors wishing to benefit from diversification and inflation hedging. For such an investor, this is the authoritative source to all you need to know about commodity indexing." -- Mark Makepeace, Chief Executive, FTSE Group "Greer, Johnson, and Worah simply explain the critical drivers to commodity index returns that have provided the main historical benefits of diversification and inflation protection. Every commodity index investor, or hopeful investor, should read this book and use it as a guide for evaluating the relevant index characteristics for benchmarking and investing, especially given recent industry innovations." -- Jodie Gunzberg, CFA, Director-Commodities, S&P Indexes
The Handbook Of Commodity Investing
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2008-07-08
The Handbook Of Commodity Investing written by Frank J. Fabozzi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-07-08 with Business & Economics categories.
Filled with a collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. The handbook covers a range of issues, including the risk and return of commodities and diversification benefits.
Asset Allocation
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Author : William Kinlaw
language : en
Publisher: John Wiley & Sons
Release Date : 2021-07-27
Asset Allocation written by William Kinlaw and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-07-27 with Business & Economics categories.
Discover a masterful exploration of the fallacies and challenges of asset allocation In Asset Allocation: From Theory to Practice and Beyond—the newly and substantially revised Second Edition of A Practitioner’s Guide to Asset Allocation—accomplished finance professionals William Kinlaw, Mark P. Kritzman, and David Turkington deliver a robust and insightful exploration of the core tenets of asset allocation. Drawing on their experience working with hundreds of the world’s largest and most sophisticated investors, the authors review foundational concepts, debunk fallacies, and address cutting-edge themes like factor investing and scenario analysis. The new edition also includes references to related topics at the end of each chapter and a summary of key takeaways to help readers rapidly locate material of interest. The book also incorporates discussions of: The characteristics that define an asset class, including stability, investability, and similarity The fundamentals of asset allocation, including definitions of expected return, portfolio risk, and diversification Advanced topics like factor investing, asymmetric diversification, fat tails, long-term investing, and enhanced scenario analysis as well as tools to address challenges such as liquidity, rebalancing, constraints, and within-horizon risk. Perfect for client-facing practitioners as well as scholars who seek to understand practical techniques, Asset Allocation: From Theory to Practice and Beyond is a must-read resource from an author team of distinguished finance experts and a forward by Nobel prize winner Harry Markowitz.