Intelligent Commodity Investing

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Intelligent Commodity Investing

Description:    "In recent years, commodity investing has come of age. But the analytical underpinnings of the
                market are still less well understood than those of markets in other asset classes. Till and Eagleeye
                have, in this collection, gone a long way towards filling that gap, and in an easily comprehensible
                style. It will be essential reading for commodity investors, or would-be investors, everywhere."
                Sir Howard Davies, Director, London School of Economics and Political Science; and Former
                Chairman of the Financial Services Authority (UK)

                "From lasting principles in commodities investing to recent trends and leading edge techniques, this
                book covers a full range of concepts that are critical for anyone investing in these markets. At once
                comprehensive and relevant to the current environment, this book offers important information to
                both the experienced commodities practitioner as well as those simply interested in learning more
                about these increasingly important markets."
                Mr. David Kuenzi, Head of Risk Management and Quantitative Research, Glenwood Capital
                Investments, LLC; A member of the Man Group

                “This book is a service to our industry.”
                Robert J. Greer, Senior VP, Real Return Product Manager, PIMCO

                As commodities move into the realm of respectable investments and with research continually
                demonstrating their attractiveness in an overall portfolio, this book provides institutional investors
                with a framework for intelligent commodity investing.



Contents:       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
                Sean Corrigan, Stephan Wrobel
                Diapason Commodities Management SA

                SECTION 2: RESEARCH PERSPECTIVE

                2 Introduction to A Long-Term Perspective on Commodity Futures Returns
                Hilary Till, Premia Capital Management, LLC and EDHEC Risk and Asset Management Research
                Centre

                3 Part I of A Long-Term Perspective on Commodity Futures
                Returns: Review of the Historical Literature
                Hilary Till, Premia Capital Management, LLC and EDHEC
                Risk and Asset Management Research Centre

                4 Part II of A Long-Term Perspective on Commodity Futures
                Returns: Term Structure as the Primary Driver of Returns
                Hilary Till, Premia Capital Management, LLC and EDHEC
                Risk and Asset Management Research Centre

                5 Predictability in Commodity Futures Markets
                Frans de Roon, Tilburg University
6 Commodities and Strategic Asset Allocation
Thomas M. Idzorek, Ibbotson Associates

7 An Evaluation of the Commodity Exposure in
Commodity Trading Advisors
Bhaswar Gupta; Kathryn Wilkens, Centre for International Securities and Derivatives Markets;
Chartered Alternative Investment Analyst Association

SECTION 3: INDEX-PROVIDER PERSPECTIVE

8 Index Fundamentals
Daniel M. Raab, AIG Financial Products Corp.

9 Structural Shifts in Commodity-Index Investing
Michael Lewis, Deutsche Bank

10 The Long and Short of Commodity Futures Index
Investing: The MorningStar Commodity Index Family
Jodie Gunzberg, Paul Kaplan, Morningstar, Inc

SECTION 4: ACTIVE-MANAGER PERSPECTIVE

11 Enhanced Commodity Indexing
Michael Magers, Barclays Global Investors

12 Commodity Returns – Implications for Active Management
Kenneth J. Armstead, Ram Venkatraman, Absolute Plus Management, LLC

13 Relative-Value Trading Opportunities in Energy
and Agriculture
Ashmead Pringle, Tom Fernandes, GreenHaven LLC

14 Collision: Investing for the New World Commodity Order
Colin Waugh, Galtere Ltd

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?
Rian P. Akey, Cole Asset Management

16 Dynamic Commodity Timing Strategies
Evert B. Vrugt; Rob Bauer; Roderick Molenaar; Tom Steenkamp, ABP Investments Amsterdam; and
Maastricht University; and Vrije Universiteit Amsterdam

17 Conducting Investment Due Diligence on Active
Natural-Resource Managers
John E. Dunn III, Thunderbird, The Garvin School for International Management
and UBK Alternative Investments

SECTION 6: RISK MANAGEMENT PERSPECTIVE

18 Risk Management Best Practices for Investments in
Energy and Commodity Markets
Carlos Blanco, José Ramón Aragonés, Black Swan Risk Advisors, LLC

19 Benchmark-Relative Risk in Active Commodities Portfolios:
Incorporating Fat Tails and Downside Risk
Mark A. Hooker, State Street Global Advisors

20 Risk Management, Strategy Development, and
Portfolio Construction in a Commodity Futures Programme
            Joseph Eagleeye, Premia Capital Management, LLC

            SECTION 7: NEW MARKET DEVELOPMENTS

            21 The Move to Electronic Trading: What to
            Expect in the Natural-Resources Commodity Markets
            George T. Dowd III, Spectrum Asset Management, LLC

            22 The Evolution of Commodity-Structured Products:
            From the Gold Market to Collateralised
            Commodity Obligations
            Matthew C. Schwab, AIG Financial Products

            23 Trading Carbon in Europe
            Paul Cameron, Jeremy Wilcox, Intelligent Carbon

            24 Chinese Commodity Markets: History, Development
            and Prospects
            Nick Ronalds; Wang Xueqin, UBS Securities LLC; Zhengzhou Commodity Exchange



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