What is an asset class, anyway? Investment opportunities consist of more than just capital assets

Journal of Portfolio Management

Volumn 23, Issue 2, 1997, Pages 86-91

  Greer, Robert J ^a  

^a Daiwa Securities America Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031537042     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.23.2.86     Document Type: Article

References (8)

1. Ankrim, Ernest M., and Chris R. Hensel. "Commodities in Asset Allocation: A Real-Asset Alternative to Real Estate?" Financial Analysts Journal, May-June 1993.
2. Baxter, Jennefer, Thomas E. Conine, Jr., and Maury Tamarkin. "On Commodity Market Risk Premiums: Additional Evidence." Journal of Futures Markets, Vol. 5, No. 1 (1985), pp. 121-125.
3. Black, Fischer. "The Pricing of Commodity Contracts." Journal of Financial Economics, Vol. 3 (1976), pp. 167-179.
4. Bodie, Zvi, and Victor I. Rosansky. "Risk and Return in Commodity Futures." Financial Analysts Journal, May/June 1980.
5. Giliberto, S. Michael. "Measuring Real Estate Returns: The Hedged REIT Index." Journal of Portfolio Management, Spring 1993.
6. Greer, Robert J. "Methods for Institutional Investment in Commodity Futures." Journal of Derivatives, Winter 1994.
7. Lummer, Scott L., Mark W. Riepe, and Carmen R. Thompson. "Direct Energy Investments as an Asset Class, 1970-1993." Ibbotson Associates, Inc., March 1994.
8. Scott, James H., Jr. "Managing Asset Classes." Financial Analysts Journal, January-February 1994.