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魅麗。花火原創小說66折起
Intelligent Commodity Indexing ─ A Practical Guide to Investing in Commodities
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Intelligent Commodity Indexing ─ A Practical Guide to Investing in Commodities

定  價:NT$ 2310 元
優惠價:902079
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商品簡介

THE SECRETS TO CAPITALIZING ON THE COMMODITIES BOOM

In the mid-1970s, when Bob Greer scrolled through miles of microfilm in the basement of a public library in order to record commodity prices in his yellow legal pad, the idea of commodities being an investable asset class was way outside the mainstream. Now, it's a multibilliondollar vehicle for achieving portfolio diversification and inflation hedging--and he and his colleagues have written the book on earning better returns than the indexes themselves!

In Intelligent Commodity Indexing, Bob joins his fellow leaders of PIMCO's Commodity Practice, Nic Johnson and Mihir Worah, in opening up commodity indexes. Never before has there been a more thorough explanation of how a commodity index works coupled with a powerful set of strategies for making it work for you. Inside, you'll find the most up-to-date tools and time-proven best practices for earning "structural alpha" by capitalizing on recurring risk and liquidity premiums in the commodities markets. It offers the right amount of history and theory to reinforce cuttingedge techniques for:

Interpreting how seasonal effects change risk premia
Choosing the most profitable market for specific commodity exposure
Using intelligent commodity indexing to collect risk premiums in the options market
Maximizing roll yield in order to increase long-term returns
Managing risk, including specific frameworks and systems

Investors gain a superior advantage with this book's coverage of the nuts-and-bolts workings of various markets.

作者簡介

ROBERT J. GREER is an executive vice president and manager of real return products at PIMCO. Regarded as the first person to define an investable commodity index, he is considered a pioneer for his work with commodity indexes as an asset class.NIC JOHNSON, a former "rocket scientist" from NASA, is an executive vice president and commodity portfolio manager at PIMCO.MIHIR P. WORAH has a PhD in theoretical physics and is a managing director at PIMCO, where he leads the real return business.

目次

Foreword by Bill Gross; Introduction; Chapter 1. The History of Commodity Indexes; Chapter 2. Drivers of Returns; Chapter 3. An Overview of Intelligent Indexation; Chapter 4. Roll Yield Maximization; Chapter 5. Seasonal Strategies; Chapter 6. Harvesting Liquidity Premiums; Chapter 7. Substitution Strategies; Chapter 8. Volatility Strategies; Chapter 9. Implementation; Chapter 10. Risk Management; Chapter 11. The Role and Impact of Index Investors

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優惠價:90 2079
無庫存,下單後進貨
(到貨天數約30-45天)

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