The Only Guide to Alternative Investments You'll Ever Need: The Good, the Flawed, the Bad, and the Ugly

Sources of Data

The following are the sources for the data contained in the text:

Standard and Poor's for data on the S&p 500, S&p GSCI, and the S&p/Citi-group REIT indexes. Used with permission.

The Center for Research in Security Prices at the University of Chicago for data on the CRSP 1–10 and CRSP 6–10 indexes. Used with permission.

Lehman Brothers for data on the Lehman Brothers U.S. Treasury Bond Index, the Lehman Brothers U.S. Treasury Inflation Notes 1–30 Year Index, the Lehman Brothers Intermediate Credit Bond Index, and the Lehman Brothers Intermediate Treasury Bond Index (1–10 years). Used with permission.

Style Research Limited for the data on the Dimensional Fund Advisors International Small Cap Index. Used with permission.

Nomura Securities for data on Japanese small stocks prior to July 1981 that are part of the Dimensional Fund Advisors International Small Cap Index.

ABN AMRO Hoare Govett for data on UK small stocks prior to July 1981 that are part of the Dimensional Fund Advisors International Small Cap Index.

Merrill Lynch for data on the Merrill Lynch One-Year Treasury Index. Used with permission. Prior to June 1991, the index complied by Dimensional Fund Advisors based on data from CRSP US Treasury Database, © 2008 Center for Research in Security Prices (CRSP®), Graduate School of Business, The University of Chicago. Used with permission.

Professor Kenneth R. French for the data on the various Fama-French series. Used with permission.

Dow Jones for data on the DJ-AIGCI ...