“Black Gold”—Trading Crude Oil for Greater Portfolio Efficiency: A Comparison with Commodity Indices

Mark S Rzepczynski; Cengiz Y. Belentepe; Wei Feng; Philip Lipsky

doi:10.3905/jai.2004.439643

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“Black Gold”—Trading Crude Oil for Greater Portfolio Efficiency

A Comparison with Commodity Indices

Mark S Rzepczynski, Cengiz Y. Belentepe, Wei Feng and Philip Lipsky

The Journal of Alternative Investments Fall 2004, 7 (2) 44-50; DOI: https://doi.org/10.3905/jai.2004.439643

Mark S Rzepczynski

President and chief investment officer of John W. Henry & Co. Inc. in Boca Raton, FL.

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For correspondence: mark_rzepczynski@jwhmail.com

Cengiz Y. Belentepe

A PhD student in the Department of Statistics at The Wharton School, University of Pennsylvania, in Philadelphia, PA.

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For correspondence: cengiz@wharton.upenn.edu

Wei Feng

A research analyst at John W. Henry & Co. Inc.

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For correspondence: wei_feng@jwhmail.com

Philip Lipsky

A research analyst at John W. Henry & Co. Inc.

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For correspondence: philip_lipsky@jwhmail.com

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“Black Gold”—Trading Crude Oil for Greater Portfolio Efficiency

Mark S Rzepczynski, Cengiz Y. Belentepe, Wei Feng, Philip Lipsky

The Journal of Alternative Investments Sep 2004, 7 (2) 44-50; DOI: 10.3905/jai.2004.439643

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“Black Gold”—Trading Crude Oil for Greater Portfolio Efficiency

Mark S Rzepczynski, Cengiz Y. Belentepe, Wei Feng, Philip Lipsky

The Journal of Alternative Investments Sep 2004, 7 (2) 44-50; DOI: 10.3905/jai.2004.439643

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