Asset Allocation in Commodity Markets
Adam Zaremba ()
Chapter Chapter One in The Financialization of Commodity Markets, 2015, pp 1-7 from Palgrave Macmillan
Abstract:
Abstract The focus of this book is strategic asset allocation in commodity markets in relation to the phenomenon of financialization, which is the growing importance of financial investors to these markets. Terms such as asset class, strategic allocation, and even commodities, are not unambiguously understood in existing literature on the subject. The aim of this chapter is to clarify the key issues discussed in the book. In the first place, we will discuss and understand the classes of investment assets; next, we will define strategic asset allocation; and finally, we will propose methods aimed at gaining exposure to commodity markets and examine their importance to this study.
Keywords: Hedge Fund; Asset Allocation; Commodity Market; Asset Class; Future Cash Flow (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-47639-5_1
Ordering information: This item can be ordered from
http://www.palgrave.com/9781137476395
DOI: 10.1057/9781137476395_1
Access Statistics for this chapter
More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().