Monday, January 29, 2007

Asset Class Reader: Commodities

Asset Class Reader: Commodities

Papers examining the portfolio characteristics of commodity futures:


Strategic Asset Allocation and Commodities: Ibbotson Research

An Investor's Guide to Commodities: Deutsche Bank

Facts and Fantasies About Commodity Futures: Gorton,Gary and Rouwenhorst,K. Geert

The Tactical and Strategic Value of Commodity Futures: Erb,Claude B. and Harvey,Campbell

Is The Case For Investing in Commodities Really That Obvious? : Katt,Harry M.

What Every Investor Should Know About Commodities, Part I: Univariate Return Analysis: Katt, Harry M. and Oomen, Roel C.A.

What Every Investor Should Know About Commodities, Part II: Multivariate Return Analysis: Katt, Harry M. and Oomen, Roel C.A.

Understanding alternative investments: The role of commodities in a portfolio :Kimberly A. Stockton, Vanguard Investment Counseling & Research, (08/02/2007)

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