Commodities

Papers

 * Are Commodities Futures Too Risky for Your Portfolio? Hogwash! by Knowledge@Wharton, 04/05/2006
 * Facts and Fantasies about Commodity Futures by Gary Gorton and K. Geert Rouwenhorst, 06/14/2004
 * On Stuff by William J. Bernstein, 09/2006
 * Not All Commodity Indexes Are Created Equal (Part One of a Two Part Series) by Richard Feldman, CFP, MBA, AIF, 06/02/2006
 * Contango, backwardation, and all that good stuff by Prof. James Hamilton, 06/12/2005
 * CRB Indexes by CRB
 * Going Long on Commodities: Six ways to invest in commodities by Will Acworth, 05/15/2005
 * A Rediscovered Asset Class: Commodity Futures by raddr, 02/04/2006
 * Commodities As An Asset Class by Frank Armstrong, CFP, AIF, 07/15/2004
 * Commodities: Boom or Bust? by Jeremy Siegel, Ph.D, 04/19/2006
 * Robert Greer Discusses the Benefits of Commodity Investing by Robert J. Greer, 03/01/2004
 * Commodity myths by David Baker, Executive director, UBS Wealth Management, 10/01/2005
 * What the Price of Gold Is Telling Us by Congressman Ron Paul, 04/25/2006
 * Commodities: A Case for Active Management by Akey, Rian P., 04/11/2005
 * Benefits of Commodity Investment by Georgi Georgiev Phd Candidate, 03/01/2001
 * The Benefits of Commodity Investment:2006 Update by CISDM Research Department, 04/01/2006
 * Wilshire Research Commodity Index Comparison by Thomas E. Toth, Associate, 04/05/2005
 * The Tactical and Strategic Value of Commodity Futures by Claude B. Erb and Campbell R. Harvey, 01/19/2006
 * Should passive commodities "investments" play a role in your portfolio? by Edwin Denson, PhD, 03/01/2006
 * The Nature of Commodity Index Returns by Robert J. Greer, 2000
 * Conditional Means, Volatilities, and Correlations in Commodity Futures Markets by James Chong and Jo묬e Miffre, 11/01/2004
 * Real Return Fund: The Case for a Real Asset Class by Christopher A. Moth and John Kirk, 07/14/2000
 * Commodity Futures: A Japanese Perspective by Gorton, Gary B., Hayashi, Fumio and Rouwenhorst, K. Geert, (October 19, 2005). Yale ICF Working Paper No. 05-27
 * The Structure and Operation of the World Gold Market by Gary O'Callaghan, 12/1991
 * International Portfolio Formation, Skewness and the Role of Gold by Brian M. Lucey and Edel Tully, 09/2003
 * Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals by James R. Mccown and John R. Zimmerman, 07/24/2006
 * Analysis of the Investment Potential and Inflation-Hedging Ability of Precious Metals by McCown, James Ross and Zimmerman, John R., (July 23, 2007).
 * Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold by Baur, Dirk and Lucey, Brian M.,(December 2006)
 * Strategic Asset Allocation and Commodities by Ibbotson, Thomas M. Idzorek, CFA May 2006
 * What Every Investor Should Know About Commodities, Part I: Univariate Return Analysis by Kat, Harry M. and Oomen, Roel C.A;January 26, 2006
 * What Every Investor Should Know About Commodities, Part II: Multivariate Return Analysis by Kat, Harry M. and Oomen, Roel C.A., June 2006
 * The Fundamentals of Commodity Futures Returns by Gorton, Gary B., Hayashi, Fumio and Rouwenhorst, K. Geert, "The Fundamentals of Commodity Futures Returns" (June 2007). Yale ICF Working Paper No. 07-08
 * Understanding alternative investments: The role of commodities in a portfolio by Kimberly A. Stockton, Vanguard Investment Counseling & Research, (08/02/2007)
 * Commodity futures in portfolios by Truman A. Clark, December 2004