Most commodity indexes weight by consumption or production, but USCI's strategy is based on research by academics Geert Rouwenhorst and Gary Gorton ... Equal weighting is unusual for equity funds but has a long history as a commodity-indexing strategy.
Gorton and K. Geert Rouwenhorst ... "Multi-Factor Models in Managed Futures, Hedge Fund and Mutual Fund Return Estimation" University of Massachusetts, School of Management  Gorton, G.; Rouwenhorst, K.G. (2006). "Facts and Fantasies about Commodities.
Many investors, no doubt, will be surprised to learn that anyone cares about their mutual ... Goetzmann and K. Geert Rouwenhorst, and one of their graduate students, Zoran Ivkovich. They applied this simple strategy to 17 Japanese stock funds based in.
K. Geert Rouwenhorst is the deputy dean for the MBA curriculum at the Yale School of Management. His research spans a wide array of topics, including hedge fund strategies, commodity investments and the history of financial innovation. Professor.
Using the most comprehensive data on commodities futures returns ever assembled, Wharton finance professor Gary Gorton and K . Geert Rouwenhorst , finance professor at the Yale School of Management, have reached a surprising conclusion: Commodities offer.
He and his benefits staff studied reports on commodities for nine months and ultimately decided to put a commodities mutual fund into the company 401 ... have been drawing on research done by K. Geert Rouwenhorst, a Yale University finance professor.
16] K . Geert Rouwenhorst , "The Origins of Mutual Funds ," Yale International Center for Finance, Working Paper no. 04-48 (2004), p. 5.  A general account of the activities of Fannie Mae and Freddie Mac can be found in Scott Frame and Lawrence White.
Hyland is one of the forces behind what he considers to be the “third generation” commodity ETF product that recently hit the market: the United States Commodity Index Fund (NYSE ... Yale University Professor K. Geert Rouwenhorst and Gary Gorton.
A mutual fund is required to be registered with the Securities and Exchange Board of India (SEBI), which regulates securities markets before it can collect funds from the public. Prof K Geert Rouwenhorst in 'The Origins of Mutual Funds', states that the.
Some of the correlation may also be tied to a weakened world economy and poor investor confidence, said K. Geert Rouwenhorst, a professor of ... has been raising its allocation to mutual funds that practice those strategies and scaling back its exposure.