GSCI Collateralized Futures: A Hedging and Diversification Tool for Institutional Portfolios

Scott L. Lummer; Laurence B. Siegel

doi:10.3905/joi.2.2.75

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GSCI Collateralized Futures

A Hedging and Diversification Tool for Institutional Portfolios

Scott L. Lummer and Laurence B. Siegel

The Journal of Investing Summer 1993, 2 (2) 75-82; DOI: https://doi.org/10.3905/joi.2.2.75

Scott L. Lummer

Vice president of the Consulting Services Group of Ibbotson Associates, Inc. in Chicago. He was previously on the faculty of Texas A&M University, and was a senior consultant for Manufacturers Hanover Trust Co. Mr. Lummer holds a B.S. in mathematics and a Ph.D. in finance from Purdue University.

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Laurence B. Siegel

A consultant and managing director of Ibbotson Associates, Inc., an investment research and consulting firm that he co-founded with Professor Roger G. Ibbotson. Mr. Siege1 holds a B.A. in urban studies and an M.B.A. in finance and economics from the University of Chicago.

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The Journal of Investing

Vol. 2, Issue 2

Summer 1993

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GSCI Collateralized Futures

Scott L. Lummer, Laurence B. Siegel

The Journal of Investing May 1993, 2 (2) 75-82; DOI: 10.3905/joi.2.2.75