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The Journal of Alternative Investments

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Primary Article

The Risks and Rewards of Investing in Commodity–Based Indices

Sam Y. Chung
The Journal of Alternative Investments Summer 2000, 3 (1) 32-44; DOI: https://doi.org/10.3905/jai.2000.318931
Sam Y. Chung
An assistant professor of finance at the School of Business at Long Island University in New York.
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Abstract

In recent years new exchange traded and over–the–counter commodity indices have come into existence. This article reviews the construction of major investable commodity indices and compares their risk and return characteristics with those stock, bond, real estate, managed futures, and hedge fund indices, as well as those of active commodity managers. Each commodity index is examined both as a stand–alone investment and as part of a well–diversified portfolio with equities and bonds.

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The Journal of Alternative Investments
Vol. 3, Issue 1
Summer 2000
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The Risks and Rewards of Investing in Commodity–Based Indices
Sam Y. Chung
The Journal of Alternative Investments Jun 2000, 3 (1) 32-44; DOI: 10.3905/jai.2000.318931

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The Risks and Rewards of Investing in Commodity–Based Indices
Sam Y. Chung
The Journal of Alternative Investments Jun 2000, 3 (1) 32-44; DOI: 10.3905/jai.2000.318931
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