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Commodities
The Handbook of Commodity Investing

Authors: Editors: Frank J. Fabozzi, Roland Fuss, Dieter G. Kaiser
Editions: Wiley
Pages: 986 pages
Date: July 2008
 
 
 
Summary
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.

Several EDHEC-Risk Institute professors and research associates – Greg Gregoriou, François-Serge Lhabitant, Bernd Scherer and Hilary Till – contributed chapters on the topics of performance measurement, asset allocation and commodity products to the publication.

About the editors:

Frank J. Fabozzi, PhD, CFA, was Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management at the time of writing, and is the Editor of the Journal of Portfolio Management. He is currently Professor of Finance at EDHEC Business School.

Roland Fuss, PhD, is Professor of the Endowed Chair for Asset Management, European Business School (EBS), International University Schloss Reichartshausen, Germany.

Dieter G. Kaiser, PhD, is Director of Alternative Investments at Feri Institutional Advisors GmbH in Bad Homburg, Germany, where he is managing a dedicated commodities fund of hedge funds.