Handbook of Commodity Investing

A complete guide to commodity investment

Filled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor in mind, The Handbook of Commodity Investments covers a wide range of issues, including the risk and return of commodities, diversification benefits, risk management, macroeconomic determinants of commodity investments, and commodity trading advisors. Starting with the basics of commodity investments and moving to more complex topics, such as performance measurement, asset pricing, and value at risk, The Handbook of Commodity Investments is a reliable resource for anyone who needs to understand this dynamic market.

Frank J. Fabozzi, PhD, CFA (New Hope, PA) is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management. Roland Füss, PhD, MEc, MBA (Freiburg, Germany), is lecturer at the department of Empirical Research and Econometrics, and assistant professor in the department of Finance and Banking at the University of Freiburg, Germany. Dieter G. Kaiser (Frankfurt am Main, Germany) is responsible for the institutional research at Benchmark Alternative Strategies, a fund-of-hedge-funds management company in Frankfurt, Germany.