Introducing Alternative Investments in a Traditional Portfolio: The Case of Commodities, Hedge Funds, and Managed Futures

This chapter contains sections titled: Commodities as an Inflation Hedge Distributional Characteristics of Commodities Indexes Used in the Optimization The Effect of Alternative Investments on Traditional Portfolios Conclusion

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Bibliographic Details
Published inThe Handbook of Commodity Investing pp. 504 - 521
Main Author Shore, Mark S
Format Book Chapter
LanguageEnglish
Published Hoboken, NJ, USA John Wiley & Sons, Inc 23.06.2008
Subjects
alternative investments
commodity indexes
Goldman Sachs Commodity Index
hedge funds
managed futures
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Summary:This chapter contains sections titled: Commodities as an Inflation Hedge Distributional Characteristics of Commodities Indexes Used in the Optimization The Effect of Alternative Investments on Traditional Portfolios Conclusion
ISBN:0470117648
9780470117644
DOI:10.1002/9781118267004.ch21