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Intelligent Commodity Indexing


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Table of Contents

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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