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Volumn , Issue , 2011, Pages 547-569

Types of Commodity Investments

Author keywords

Commodity investments; Exchange traded funds; Retail investors; Risk return criteria; Stocks and bonds

Indexed keywords


EID: 84887249975     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118267004.ch23     Document Type: Chapter
Times cited : (14)

References (13)
  • 1
    • 84887219321 scopus 로고    scopus 로고
    • Commodities Drawing Interest in Spite of Risks
    • (November)
    • Bill Barnhart, "Commodities Drawing Interest in Spite of Risks," Chicago Tribune 10 (November 2006), p. 5.
    • (2006) Chicago Tribune , vol.10 , pp. 5
    • Barnhart, B.1
  • 3
    • 0023790756 scopus 로고
    • Primary Commodity Prices, Manufactured Goods Prices
    • the Terms of Trade of Developing Countries: What the Long Run Shows
    • Enzo Grilli and M. C. Yang, and the Terms of Trade of Developing Countries: What the Long Run Shows, "Primary Commodity Prices, Manufactured Goods Prices," World Bank Economic Review 2, no. 1 (1988), pp. 1-47.
    • (1988) World Bank Economic Review , vol.2 , Issue.1 , pp. 1-47
    • Grilli, E.1    Yang, M.C.2
  • 5
    • 84887240142 scopus 로고    scopus 로고
    • Barclay Trading Group, Ltd.(January 5)
    • Barclay Trading Group, Ltd. http://www.barclaygrp.com/indexes/cta/Money_Under_Management.html (January 5, 2007).
    • (2007)
  • 6
    • 84887217195 scopus 로고    scopus 로고
    • The CISDM CTA Assets Weighted Index (Managed Futures) is a dollar-weighted index of over 300 commodity trading advisors published by the Center for International Securities and Derivatives Markets, which is affiliated with the Isenberg School of Management at the University of Massachusetts-Amherst. To qualify for the index, a trading advisor must have at least $500,000 under management and 12 months of track record. The underlying CTA performance is net of fees and expenses.
  • 7
    • 84887249599 scopus 로고    scopus 로고
    • The Barclay Agricultural Traders Index is an equal weighted composite of managed programs that trade agricultural markets, such as grains, meats, and foods. In 2007, 20 agricultural programs were included in the index. In order for a managed program to be included in the index, the program's trader must have at least 12 months prior performance history and extracted performance is not acceptable.
  • 8
    • 84887249556 scopus 로고    scopus 로고
    • ICI statistics and research (Investment Company Factbook 2006). Investment Company Institute (ICI) is the national association of U.S. investment companies, with members representing 95% of the total investment company industry's assets, and publishes statistical data on the industry.
  • 10
    • 84887225111 scopus 로고    scopus 로고
    • ETF Appeal Shifts to Main Street
    • August 1
    • Ian Salisbury, "ETF Appeal Shifts to Main Street," Wall Street Jounal, August 1, 2006.
    • (2006) Wall Street Jounal
    • Salisbury, I.1
  • 11
    • 84887215480 scopus 로고    scopus 로고
    • ICI statistics and research. Trust-issued receipts are not included in this figure.
  • 12
    • 84887258477 scopus 로고    scopus 로고
    • HFR Industry Report Q3 2006#HFR Inc.
    • HFR Industry Report Q3 2006#HFR Inc., 2006, www.hedgefundresearch.com.
    • (2006)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.