CITATION

Greer, Robert; Johnson, Nic; and Worah, Mihir. Intelligent Commodity Indexing: A Practical Guide to Investing in Commodities. McGraw-Hill, 2012.

Intelligent Commodity Indexing: A Practical Guide to Investing in Commodities

Published:  October 2012

eISBN: 9780071763158 0071763155 | ISBN: 9780071763141
  • Contents
  • Foreword
  • Introduction
  • Chapter 1 History of Commodity Indexing
  • Chapter 2 Drivers of Commodity Index Returns
  • Chapter 3 Thinking About Inflation Hedging and Diversification
  • Chapter 4 Intelligent Commodity Indexation Overview
  • Chapter 5 The Drivers of Roll Yield
  • Chapter 6 Maximizing Roll Yield
  • Chapter 7 Calendar Spreads and Seasonal Strategies
  • Chapter 8 Substitution
  • Chapter 9 Volatility
  • Chapter 10 Implementation
  • Chapter 11 Risk Management
  • Chapter 12 Commodity Fundamentals
  • Chapter 13 Index Developmentā€”The Next Phase
  • Conclusion
  • References
  • Index