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Risk Management and Portfolio Construction in a Commodity Futures Programme
The focus of this article will be on risk management within the context of a total-return futures program centered on commodities.
Author(s):
Principal, Premia Capital Management, LLC
Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre
| Type: | Working paper |
|---|---|
| Date: | le 03/09/2007 |
| Extra information : | Pour plus d'informations, nous vous prions de vous adresser à Joanne Finlay,Département de la recherche et du développement de l'EDHEC [ joanne.finlay@edhec.edu] Les opinions exprimées sont celles de l'auteur et n'engagent pas la responsabilité de l'EDHEC. |
| Research Cluster : | Finance |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
