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):

Joseph Eagleeye

Principal, Premia Capital Management, LLC

Hilary Till

Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre

The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical.
Pdf
Risk Management and Portfolio Construction in a Commodity Futures Programme...
(-1.00 B)
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

See Also

Lionel Martellini discussed ageing population: goal-based investing and its application to the retirement problem
News
- 10-07-2018
Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-...
EDHECInfra Days: Infrastructure Investors need proper benchmarks
News
- 05-07-2018
Earlier this month we held the first EDHECinfra Days event in London, bringing together...
EDHEC Family Business Centre Dissemin’Actions
News
- 05-07-2018
Since the beginning of 2018, researchers and teachers from the Family Business Centre...
Editorial Partnership between Les Echos Solutions and the EDHEC Family Business Centre
News
- 05-07-2018
On the June 20, 2018, the Family Business Centre made its first contribution at the...
object(FacebookApiException)#3295 (8) { ["result":protected]=> array(1) { ["error"]=> array(5) { ["message"]=> string(38) "(#4) Application request limit reached" ["type"]=> string(14) "OAuthException" ["is_transient"]=> bool(true) ["code"]=> int(4) ["fbtrace_id"]=> string(11) "BMWIqtvwi1U" } } ["message":protected]=> string(38) "(#4) Application request limit reached" ["string":"Exception":private]=> string(0) "" ["code":protected]=> int(0) ["file":protected]=> string(131) "/var/www/html/edhec-drupal-2.pictime.fr/sites/www.edhec-portail.pprod.net/modules/custom/social/includes/facebook/base_facebook.php" ["line":protected]=> int(1325) ["trace":"Exception":private]=> array(15) { [0]=> array(6) { ["file"]=> string(131) "/var/www/html/edhec-drupal-2.pictime.fr/sites/www.edhec-portail.pprod.net/modules/custom/social/includes/facebook/base_facebook.php" ["line"]=> int(896) ["function"]=> string(17) "throwAPIException" ["class"]=> string(12) "BaseFacebook" ["type"]=> string(2) "->" ["args"]=> array(1) { [0]=> &array(1) { ["error"]=> array(5) { ["message"]=> string(38) "(#4) Application request limit reached" ["type"]=> string(14) "OAuthException" ["is_transient"]=> bool(true) ["code"]=> int(4) ["fbtrace_id"]=> string(11) "BMWIqtvwi1U" } } } } [1]=> array(4) { ["function"]=> string(6) "_graph" ["class"]=> string(12) "BaseFacebook" ["type"]=> string(2) "->" ["args"]=> array(1) { [0]=> &string(18) "/153577078551/feed" } } [2]=> array(4) { ["file"]=> string(131) "/var/www/html/edhec-drupal-2.pictime.fr/sites/www.edhec-portail.pprod.net/modules/custom/social/includes/facebook/base_facebook.php" ["line"]=> int(672) ["function"]=> string(20) "call_user_func_array" ["args"]=> array(2) { [0]=> &array(2) { [0]=> object(Facebook)#3290 (10) { ["sharedSessionID":protected]=> NULL ["appId":protected]=> string(15) "934140480029912" ["appSecret":protected]=> string(32) "2137b92265281fe099902a43a14609d0" ["user":protected]=> NULL ["signedRequest":protected]=> NULL ["state":protected]=> NULL ["accessToken":protected]=> string(48) "934140480029912|2137b92265281fe099902a43a14609d0" ["fileUploadSupport":protected]=> bool(false) ["trustForwarded":protected]=> bool(false) ["allowSignedRequest":protected]=> bool(true) } [1]=> string(6) "_graph" } [1]=> &array(1) { [0]=> string(18) "/153577078551/feed" } } } [3]=> array(6) { ["file"]=> string(109) "/var/www/html/edhec-drupal-2.pictime.fr/sites/www.edhec-portail.pprod.net/modules/custom/social/social.module" ["line"]=> int(187) ["function"]=> string(3) "api" ["class"]=> string(12) "BaseFacebook" ["type"]=> string(2) "->" ["args"]=> array(1) { [0]=> &string(18) "/153577078551/feed" } } [4]=> array(4) { ["file"]=> string(109) "/var/www/html/edhec-drupal-2.pictime.fr/sites/www.edhec-portail.pprod.net/modules/custom/social/social.module" ["line"]=> int(16) ["function"]=> string(18) "social_getFacebook" ["args"]=> array(0) { } } [5]=> array(2) { ["function"]=> string(11) "social_cron" ["args"]=> array(0) { } } [6]=> array(4) { ["file"]=> string(59) "/var/www/html/edhec-drupal-2.pictime.fr/includes/module.inc" ["line"]=> int(926) ["function"]=> string(20) "call_user_func_array" ["args"]=> array(2) { [0]=> &string(11) "social_cron" [1]=> &array(0) { } } } [7]=> array(4) { ["file"]=> string(59) "/var/www/html/edhec-drupal-2.pictime.fr/includes/common.inc" ["line"]=> int(5423) ["function"]=> string(13) "module_invoke" ["args"]=> array(2) { [0]=> &string(6) "social" [1]=> &string(4) "cron" } } [8]=> array(4) { ["file"]=> string(68) "/var/www/html/edhec-drupal-2.pictime.fr/modules/system/system.module" ["line"]=> int(3560) ["function"]=> string(15) "drupal_cron_run" ["args"]=> array(0) { } } [9]=> array(4) { ["file"]=> string(59) "/var/www/html/edhec-drupal-2.pictime.fr/includes/common.inc" ["line"]=> int(2784) ["function"]=> string(25) "system_run_automated_cron" ["args"]=> array(0) { } } [10]=> array(4) { ["file"]=> string(59) "/var/www/html/edhec-drupal-2.pictime.fr/includes/common.inc" ["line"]=> int(2756) ["function"]=> string(18) "drupal_page_footer" ["args"]=> array(0) { } } [11]=> array(4) { ["file"]=> string(76) "/var/www/html/edhec-drupal-2.pictime.fr/sites/all/modules/boost/boost.module" ["line"]=> int(1450) ["function"]=> string(24) "drupal_deliver_html_page" ["args"]=> array(1) { [0]=> &array(1) { ["nodes"]=> array(2) { [10558]=> array(17) { ["body"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "2" ["#title"]=> string(13) "Presentation " ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(4) "body" ["#field_type"]=> string(17) "text_with_summary" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(381) "

The following issues will be addressed:
- The evaluation of normal versus eventful risk;
- The sizing of trades and strategy buckets; and
- The construction of a portfolio, which takes into consideration these risk and sizing metrics.

We provide examples from three historical portfolios in order to make this discussion concrete and practical.

" } } ["field_date"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(4) "Date" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(10) "field_date" ["#field_type"]=> string(8) "datetime" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } ["#formatter"]=> string(12) "date_default" [0]=> array(1) { ["#markup"]=> string(25) "Monday, 3 September, 2007" } } ["field_image_publication"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "1" ["#title"]=> string(5) "Image" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(23) "field_image_publication" ["#field_type"]=> string(5) "image" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } ["#formatter"]=> string(5) "image" [0]=> array(4) { ["#theme"]=> string(15) "image_formatter" ["#item"]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["#image_style"]=> string(0) "" ["#path"]=> string(0) "" } } ["field_documents"]=> array(19) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "4" ["#title"]=> string(9) "Documents" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(15) "field_documents" ["#field_type"]=> string(16) "field_collection" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } ["#formatter"]=> string(21) "field_collection_view" [0]=> array(4) { ["entity"]=> array(1) { ["field_collection_item"]=> array(1) { [9206]=> array(11) { ["#view_mode"]=> string(4) "full" ["field_title"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "1" ["#title"]=> string(5) "Title" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(11) "field_title" ["#field_type"]=> string(4) "text" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#object"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } ["#formatter"]=> string(10) "text_plain" [0]=> array(1) { ["#markup"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } ["field_fichier"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "2" ["#title"]=> string(7) "Fichier" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(13) "field_fichier" ["#field_type"]=> string(4) "file" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#object"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } ["#formatter"]=> string(12) "file_default" [0]=> array(2) { ["#theme"]=> string(9) "file_link" ["#file"]=> object(stdClass)#352 (13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(275) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(15) "Type de fichier" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(21) "field_type_de_fichier" ["#field_type"]=> string(23) "taxonomy_term_reference" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#object"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } ["#formatter"]=> string(29) "taxonomy_term_reference_plain" [0]=> array(1) { ["#markup"]=> string(3) "Pdf" } } ["#pre_render"]=> array(1) { [0]=> string(30) "_field_extra_fields_pre_render" } ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#theme"]=> string(6) "entity" ["#entity"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#language"]=> string(2) "en" ["#page"]=> NULL } } } ["#theme_wrappers"]=> array(1) { [0]=> string(21) "field_collection_view" } ["#attributes"]=> array(1) { ["class"]=> array(4) { [0]=> string(21) "field-collection-view" [1]=> string(8) "clearfix" [2]=> string(14) "view-mode-full" [3]=> string(27) "field-collection-view-final" } } ["links"]=> array(2) { ["#theme"]=> string(28) "links__field_collection_view" ["#attributes"]=> array(1) { ["class"]=> array(1) { [0]=> string(27) "field-collection-view-links" } } } } ["#prefix"]=> string(49) "
" ["#suffix"]=> string(6) "
" ["#attached"]=> array(1) { ["css"]=> array(1) { [0]=> string(61) "sites/all/modules/field_collection/field_collection.theme.css" } } } ["field_complement_d_information"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "3" ["#title"]=> string(27) "Information complémentaire" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(30) "field_complement_d_information" ["#field_type"]=> string(9) "text_long" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(350) "

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.

" } } ["field_publication_auteur"]=> array(21) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "6" ["#title"]=> string(9) "Author(s)" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(24) "field_publication_auteur" ["#field_type"]=> string(16) "field_collection" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } ["#formatter"]=> string(21) "field_collection_view" [0]=> array(4) { ["entity"]=> array(1) { ["field_collection_item"]=> array(1) { [9207]=> array(10) { ["#view_mode"]=> string(4) "full" ["field_nom"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(3) "Nom" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(9) "field_nom" ["#field_type"]=> string(4) "text" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#363 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "2e32d8c5-9de0-4ece-9842-d094ec207a6b" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } } ["field_professeur_edhec"]=> array(0) { } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(15) "Joseph Eagleeye" } } ["field_fonction"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "3" ["#title"]=> string(8) "Fonction" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(14) "field_fonction" ["#field_type"]=> string(9) "text_long" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#363 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "2e32d8c5-9de0-4ece-9842-d094ec207a6b" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } } ["field_professeur_edhec"]=> array(0) { } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(41) "Principal, Premia Capital Management, LLC" } } ["#pre_render"]=> array(1) { [0]=> string(30) "_field_extra_fields_pre_render" } ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#theme"]=> string(6) "entity" ["#entity"]=> object(FieldCollectionItemEntity)#363 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "2e32d8c5-9de0-4ece-9842-d094ec207a6b" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } } ["field_professeur_edhec"]=> array(0) { } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#language"]=> string(2) "en" ["#page"]=> NULL } } } ["#theme_wrappers"]=> array(1) { [0]=> string(21) "field_collection_view" } ["#attributes"]=> array(1) { ["class"]=> array(3) { [0]=> string(21) "field-collection-view" [1]=> string(8) "clearfix" [2]=> string(14) "view-mode-full" } } ["links"]=> array(2) { ["#theme"]=> string(28) "links__field_collection_view" ["#attributes"]=> array(1) { ["class"]=> array(1) { [0]=> string(27) "field-collection-view-links" } } } } [1]=> array(4) { ["entity"]=> array(1) { ["field_collection_item"]=> array(1) { [9208]=> array(11) { ["#view_mode"]=> string(4) "full" ["field_nom"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(3) "Nom" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(9) "field_nom" ["#field_type"]=> string(4) "text" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#372 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "894db90b-e213-4041-ae3a-e086e336f812" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(11) "Hilary Till" ["format"]=> NULL ["safe_value"]=> string(11) "Hilary Till" } } } ["field_professeur_edhec"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["target_id"]=> string(4) "5985" ["entity"]=> object(stdClass)#364 (44) { ["vid"]=> string(4) "5985" ["uid"]=> string(1) "0" ["title"]=> string(11) "TILL Hilary" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "1" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "07a6535c-dc0d-4853-bbe0-720741d67404" ["nid"]=> string(4) "5985" ["type"]=> string(8) "personne" ["language"]=> string(3) "und" ["created"]=> string(10) "1470041640" ["changed"]=> string(10) "1480463069" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "178c8482-dd52-4d93-9385-1015259c56d6" ["revision_timestamp"]=> string(10) "1480463069" ["revision_uid"]=> string(3) "330" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(652) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["summary"]=> string(0) "" ["format"]=> string(9) "full_html" ["safe_value"]=> string(651) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["safe_summary"]=> string(0) "" } } } ["field_poste_current"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "Research Associate" ["format"]=> NULL ["safe_value"]=> string(18) "Research Associate" } } } ["field_coordonn_es"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" ["format"]=> NULL ["safe_value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" } } } ["field_mail"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "till@premiacap.com" ["format"]=> NULL ["safe_value"]=> string(18) "till@premiacap.com" } } } ["field_documents"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(4) "1887" ["revision_id"]=> string(4) "1887" } } } ["field_cible"]=> array(0) { } ["field_siteweb"]=> array(0) { } ["field_facebook"]=> array(0) { } ["field_twitter"]=> array(0) { } ["field_linkendin"]=> array(0) { } ["field_team_image"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(4) "4251" ["uid"]=> string(1) "0" ["filename"]=> string(8) "prof_128" ["uri"]=> string(44) "public://professeurs/img_profil/prof_128.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(5) "35600" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1470041640" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f88f7258-5657-4d9e-9624-ae20d0c6217b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "150" ["height"]=> string(3) "150" } ["alt"]=> string(0) "" ["title"]=> string(0) "" ["width"]=> string(3) "150" ["height"]=> string(3) "150" } } } ["field_specialite"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "78" } } } ["field_expertise"]=> array(0) { } ["field_short_bio"]=> array(0) { } ["field_expertises"]=> array(0) { } ["field_poste_detail"]=> array(0) { } ["field_personne_externe_l_edhec"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) } ["access"]=> bool(true) } } } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" ["format"]=> NULL ["safe_value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(11) "Hilary Till" ["format"]=> NULL ["safe_value"]=> string(11) "Hilary Till" } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(11) "Hilary Till" } } ["field_professeur_edhec"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "2" ["#title"]=> string(16) "Professeur Edhec" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(22) "field_professeur_edhec" ["#field_type"]=> string(15) "entityreference" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#372 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "894db90b-e213-4041-ae3a-e086e336f812" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(11) "Hilary Till" ["format"]=> NULL ["safe_value"]=> string(11) "Hilary Till" } } } ["field_professeur_edhec"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["target_id"]=> string(4) "5985" ["entity"]=> object(stdClass)#364 (44) { ["vid"]=> string(4) "5985" ["uid"]=> string(1) "0" ["title"]=> string(11) "TILL Hilary" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "1" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "07a6535c-dc0d-4853-bbe0-720741d67404" ["nid"]=> string(4) "5985" ["type"]=> string(8) "personne" ["language"]=> string(3) "und" ["created"]=> string(10) "1470041640" ["changed"]=> string(10) "1480463069" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "178c8482-dd52-4d93-9385-1015259c56d6" ["revision_timestamp"]=> string(10) "1480463069" ["revision_uid"]=> string(3) "330" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(652) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["summary"]=> string(0) "" ["format"]=> string(9) "full_html" ["safe_value"]=> string(651) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["safe_summary"]=> string(0) "" } } } ["field_poste_current"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "Research Associate" ["format"]=> NULL ["safe_value"]=> string(18) "Research Associate" } } } ["field_coordonn_es"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" ["format"]=> NULL ["safe_value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" } } } ["field_mail"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "till@premiacap.com" ["format"]=> NULL ["safe_value"]=> string(18) "till@premiacap.com" } } } ["field_documents"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(4) "1887" ["revision_id"]=> string(4) "1887" } } } ["field_cible"]=> array(0) { } ["field_siteweb"]=> array(0) { } ["field_facebook"]=> array(0) { } ["field_twitter"]=> array(0) { } ["field_linkendin"]=> array(0) { } ["field_team_image"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(4) "4251" ["uid"]=> string(1) "0" ["filename"]=> string(8) "prof_128" ["uri"]=> string(44) "public://professeurs/img_profil/prof_128.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(5) "35600" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1470041640" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f88f7258-5657-4d9e-9624-ae20d0c6217b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "150" ["height"]=> string(3) "150" } ["alt"]=> string(0) "" ["title"]=> string(0) "" ["width"]=> string(3) "150" ["height"]=> string(3) "150" } } } ["field_specialite"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "78" } } } ["field_expertise"]=> array(0) { } ["field_short_bio"]=> array(0) { } ["field_expertises"]=> array(0) { } ["field_poste_detail"]=> array(0) { } ["field_personne_externe_l_edhec"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) } ["access"]=> bool(true) } } } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" ["format"]=> NULL ["safe_value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["target_id"]=> string(4) "5985" ["entity"]=> object(stdClass)#364 (44) { ["vid"]=> string(4) "5985" ["uid"]=> string(1) "0" ["title"]=> string(11) "TILL Hilary" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "1" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "07a6535c-dc0d-4853-bbe0-720741d67404" ["nid"]=> string(4) "5985" ["type"]=> string(8) "personne" ["language"]=> string(3) "und" ["created"]=> string(10) "1470041640" ["changed"]=> string(10) "1480463069" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "178c8482-dd52-4d93-9385-1015259c56d6" ["revision_timestamp"]=> string(10) "1480463069" ["revision_uid"]=> string(3) "330" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(652) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["summary"]=> string(0) "" ["format"]=> string(9) "full_html" ["safe_value"]=> string(651) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["safe_summary"]=> string(0) "" } } } ["field_poste_current"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "Research Associate" ["format"]=> NULL ["safe_value"]=> string(18) "Research Associate" } } } ["field_coordonn_es"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" ["format"]=> NULL ["safe_value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" } } } ["field_mail"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "till@premiacap.com" ["format"]=> NULL ["safe_value"]=> string(18) "till@premiacap.com" } } } ["field_documents"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(4) "1887" ["revision_id"]=> string(4) "1887" } } } ["field_cible"]=> array(0) { } ["field_siteweb"]=> array(0) { } ["field_facebook"]=> array(0) { } ["field_twitter"]=> array(0) { } ["field_linkendin"]=> array(0) { } ["field_team_image"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(4) "4251" ["uid"]=> string(1) "0" ["filename"]=> string(8) "prof_128" ["uri"]=> string(44) "public://professeurs/img_profil/prof_128.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(5) "35600" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1470041640" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f88f7258-5657-4d9e-9624-ae20d0c6217b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "150" ["height"]=> string(3) "150" } ["alt"]=> string(0) "" ["title"]=> string(0) "" ["width"]=> string(3) "150" ["height"]=> string(3) "150" } } } ["field_specialite"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "78" } } } ["field_expertise"]=> array(0) { } ["field_short_bio"]=> array(0) { } ["field_expertises"]=> array(0) { } ["field_poste_detail"]=> array(0) { } ["field_personne_externe_l_edhec"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) } ["access"]=> bool(true) } } ["#formatter"]=> string(21) "entityreference_label" [0]=> array(5) { ["#theme"]=> string(21) "entityreference_label" ["#label"]=> string(11) "TILL Hilary" ["#item"]=> array(3) { ["target_id"]=> string(4) "5985" ["entity"]=> object(stdClass)#364 (44) { ["vid"]=> string(4) "5985" ["uid"]=> string(1) "0" ["title"]=> string(11) "TILL Hilary" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "1" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "07a6535c-dc0d-4853-bbe0-720741d67404" ["nid"]=> string(4) "5985" ["type"]=> string(8) "personne" ["language"]=> string(3) "und" ["created"]=> string(10) "1470041640" ["changed"]=> string(10) "1480463069" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "178c8482-dd52-4d93-9385-1015259c56d6" ["revision_timestamp"]=> string(10) "1480463069" ["revision_uid"]=> string(3) "330" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(652) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["summary"]=> string(0) "" ["format"]=> string(9) "full_html" ["safe_value"]=> string(651) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["safe_summary"]=> string(0) "" } } } ["field_poste_current"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "Research Associate" ["format"]=> NULL ["safe_value"]=> string(18) "Research Associate" } } } ["field_coordonn_es"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" ["format"]=> NULL ["safe_value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" } } } ["field_mail"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "till@premiacap.com" ["format"]=> NULL ["safe_value"]=> string(18) "till@premiacap.com" } } } ["field_documents"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(4) "1887" ["revision_id"]=> string(4) "1887" } } } ["field_cible"]=> array(0) { } ["field_siteweb"]=> array(0) { } ["field_facebook"]=> array(0) { } ["field_twitter"]=> array(0) { } ["field_linkendin"]=> array(0) { } ["field_team_image"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(4) "4251" ["uid"]=> string(1) "0" ["filename"]=> string(8) "prof_128" ["uri"]=> string(44) "public://professeurs/img_profil/prof_128.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(5) "35600" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1470041640" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f88f7258-5657-4d9e-9624-ae20d0c6217b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "150" ["height"]=> string(3) "150" } ["alt"]=> string(0) "" ["title"]=> string(0) "" ["width"]=> string(3) "150" ["height"]=> string(3) "150" } } } ["field_specialite"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "78" } } } ["field_expertise"]=> array(0) { } ["field_short_bio"]=> array(0) { } ["field_expertises"]=> array(0) { } ["field_poste_detail"]=> array(0) { } ["field_personne_externe_l_edhec"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) } ["access"]=> bool(true) } ["#uri"]=> NULL ["#settings"]=> array(2) { ["display"]=> array(2) { ["link"]=> bool(false) ["bypass_access"]=> bool(false) } ["field"]=> array(3) { ["target_type"]=> string(4) "node" ["handler"]=> string(4) "base" ["handler_settings"]=> array(3) { ["target_bundles"]=> array(1) { ["personne"]=> string(8) "personne" } ["sort"]=> array(3) { ["type"]=> string(8) "property" ["property"]=> string(5) "title" ["direction"]=> string(3) "ASC" } ["behaviors"]=> array(1) { ["views-select-list"]=> array(1) { ["status"]=> int(0) } } } } } } } ["field_fonction"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "3" ["#title"]=> string(8) "Fonction" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(14) "field_fonction" ["#field_type"]=> string(9) "text_long" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#372 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "894db90b-e213-4041-ae3a-e086e336f812" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(11) "Hilary Till" ["format"]=> NULL ["safe_value"]=> string(11) "Hilary Till" } } } ["field_professeur_edhec"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["target_id"]=> string(4) "5985" ["entity"]=> object(stdClass)#364 (44) { ["vid"]=> string(4) "5985" ["uid"]=> string(1) "0" ["title"]=> string(11) "TILL Hilary" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "1" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "07a6535c-dc0d-4853-bbe0-720741d67404" ["nid"]=> string(4) "5985" ["type"]=> string(8) "personne" ["language"]=> string(3) "und" ["created"]=> string(10) "1470041640" ["changed"]=> string(10) "1480463069" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "178c8482-dd52-4d93-9385-1015259c56d6" ["revision_timestamp"]=> string(10) "1480463069" ["revision_uid"]=> string(3) "330" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(652) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["summary"]=> string(0) "" ["format"]=> string(9) "full_html" ["safe_value"]=> string(651) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["safe_summary"]=> string(0) "" } } } ["field_poste_current"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "Research Associate" ["format"]=> NULL ["safe_value"]=> string(18) "Research Associate" } } } ["field_coordonn_es"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" ["format"]=> NULL ["safe_value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" } } } ["field_mail"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "till@premiacap.com" ["format"]=> NULL ["safe_value"]=> string(18) "till@premiacap.com" } } } ["field_documents"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(4) "1887" ["revision_id"]=> string(4) "1887" } } } ["field_cible"]=> array(0) { } ["field_siteweb"]=> array(0) { } ["field_facebook"]=> array(0) { } ["field_twitter"]=> array(0) { } ["field_linkendin"]=> array(0) { } ["field_team_image"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(4) "4251" ["uid"]=> string(1) "0" ["filename"]=> string(8) "prof_128" ["uri"]=> string(44) "public://professeurs/img_profil/prof_128.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(5) "35600" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1470041640" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f88f7258-5657-4d9e-9624-ae20d0c6217b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "150" ["height"]=> string(3) "150" } ["alt"]=> string(0) "" ["title"]=> string(0) "" ["width"]=> string(3) "150" ["height"]=> string(3) "150" } } } ["field_specialite"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "78" } } } ["field_expertise"]=> array(0) { } ["field_short_bio"]=> array(0) { } ["field_expertises"]=> array(0) { } ["field_poste_detail"]=> array(0) { } ["field_personne_externe_l_edhec"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) } ["access"]=> bool(true) } } } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" ["format"]=> NULL ["safe_value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" ["format"]=> NULL ["safe_value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" } } ["#pre_render"]=> array(1) { [0]=> string(30) "_field_extra_fields_pre_render" } ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#theme"]=> string(6) "entity" ["#entity"]=> object(FieldCollectionItemEntity)#372 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "894db90b-e213-4041-ae3a-e086e336f812" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(11) "Hilary Till" ["format"]=> NULL ["safe_value"]=> string(11) "Hilary Till" } } } ["field_professeur_edhec"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["target_id"]=> string(4) "5985" ["entity"]=> object(stdClass)#364 (44) { ["vid"]=> string(4) "5985" ["uid"]=> string(1) "0" ["title"]=> string(11) "TILL Hilary" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "1" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "07a6535c-dc0d-4853-bbe0-720741d67404" ["nid"]=> string(4) "5985" ["type"]=> string(8) "personne" ["language"]=> string(3) "und" ["created"]=> string(10) "1470041640" ["changed"]=> string(10) "1480463069" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "178c8482-dd52-4d93-9385-1015259c56d6" ["revision_timestamp"]=> string(10) "1480463069" ["revision_uid"]=> string(3) "330" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(652) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["summary"]=> string(0) "" ["format"]=> string(9) "full_html" ["safe_value"]=> string(651) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["safe_summary"]=> string(0) "" } } } ["field_poste_current"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "Research Associate" ["format"]=> NULL ["safe_value"]=> string(18) "Research Associate" } } } ["field_coordonn_es"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" ["format"]=> NULL ["safe_value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" } } } ["field_mail"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "till@premiacap.com" ["format"]=> NULL ["safe_value"]=> string(18) "till@premiacap.com" } } } ["field_documents"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(4) "1887" ["revision_id"]=> string(4) "1887" } } } ["field_cible"]=> array(0) { } ["field_siteweb"]=> array(0) { } ["field_facebook"]=> array(0) { } ["field_twitter"]=> array(0) { } ["field_linkendin"]=> array(0) { } ["field_team_image"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(4) "4251" ["uid"]=> string(1) "0" ["filename"]=> string(8) "prof_128" ["uri"]=> string(44) "public://professeurs/img_profil/prof_128.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(5) "35600" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1470041640" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f88f7258-5657-4d9e-9624-ae20d0c6217b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "150" ["height"]=> string(3) "150" } ["alt"]=> string(0) "" ["title"]=> string(0) "" ["width"]=> string(3) "150" ["height"]=> string(3) "150" } } } ["field_specialite"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "78" } } } ["field_expertise"]=> array(0) { } ["field_short_bio"]=> array(0) { } ["field_expertises"]=> array(0) { } ["field_poste_detail"]=> array(0) { } ["field_personne_externe_l_edhec"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) } ["access"]=> bool(true) } } } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" ["format"]=> NULL ["safe_value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#language"]=> string(2) "en" ["#page"]=> NULL } } } ["#theme_wrappers"]=> array(1) { [0]=> string(21) "field_collection_view" } ["#attributes"]=> array(1) { ["class"]=> array(3) { [0]=> string(21) "field-collection-view" [1]=> string(8) "clearfix" [2]=> string(14) "view-mode-full" } } ["links"]=> array(2) { ["#theme"]=> string(28) "links__field_collection_view" ["#attributes"]=> array(1) { ["class"]=> array(1) { [0]=> string(27) "field-collection-view-links" } } } } [2]=> array(1) { ["#attributes"]=> array(1) { ["class"]=> array(1) { [0]=> string(27) "field-collection-view-final" } } } ["#prefix"]=> string(49) "
" ["#suffix"]=> string(6) "
" ["#attached"]=> array(1) { ["css"]=> array(1) { [0]=> string(61) "sites/all/modules/field_collection/field_collection.theme.css" } } } ["#pre_render"]=> array(1) { [0]=> string(30) "_field_extra_fields_pre_render" } ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["links"]=> array(4) { ["#theme"]=> string(11) "links__node" ["#pre_render"]=> array(1) { [0]=> string(23) "drupal_pre_render_links" } ["#attributes"]=> array(1) { ["class"]=> array(2) { [0]=> string(5) "links" [1]=> string(6) "inline" } } ["node"]=> array(3) { ["#theme"]=> string(17) "links__node__node" ["#links"]=> array(0) { } ["#attributes"]=> array(1) { ["class"]=> array(2) { [0]=> string(5) "links" [1]=> string(6) "inline" } } } } ["language"]=> array(3) { ["#type"]=> string(4) "item" ["#title"]=> string(8) "Language" ["#markup"]=> string(9) "Undefined" } ["#attached"]=> array(1) { ["js"]=> array(2) { ["modules/statistics/statistics.js"]=> array(1) { ["scope"]=> string(6) "footer" } [0]=> array(2) { ["data"]=> array(1) { ["statistics"]=> array(2) { ["data"]=> array(1) { ["nid"]=> string(5) "10558" } ["url"]=> string(37) "/en/modules/statistics/statistics.php" } } ["type"]=> string(7) "setting" } } } ["#view_mode"]=> string(4) "full" ["#theme"]=> string(4) "node" ["#node"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#language"]=> string(2) "en" ["#weight"]=> int(0) } ["#sorted"]=> bool(true) } } } } [12]=> array(4) { ["file"]=> string(59) "/var/www/html/edhec-drupal-2.pictime.fr/includes/common.inc" ["line"]=> int(2625) ["function"]=> string(23) "boost_deliver_html_page" ["args"]=> array(1) { [0]=> &array(1) { ["nodes"]=> array(2) { [10558]=> array(17) { ["body"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "2" ["#title"]=> string(13) "Presentation " ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(4) "body" ["#field_type"]=> string(17) "text_with_summary" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(381) "

The following issues will be addressed:
- The evaluation of normal versus eventful risk;
- The sizing of trades and strategy buckets; and
- The construction of a portfolio, which takes into consideration these risk and sizing metrics.

We provide examples from three historical portfolios in order to make this discussion concrete and practical.

" } } ["field_date"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(4) "Date" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(10) "field_date" ["#field_type"]=> string(8) "datetime" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } ["#formatter"]=> string(12) "date_default" [0]=> array(1) { ["#markup"]=> string(25) "Monday, 3 September, 2007" } } ["field_image_publication"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "1" ["#title"]=> string(5) "Image" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(23) "field_image_publication" ["#field_type"]=> string(5) "image" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } ["#formatter"]=> string(5) "image" [0]=> array(4) { ["#theme"]=> string(15) "image_formatter" ["#item"]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["#image_style"]=> string(0) "" ["#path"]=> string(0) "" } } ["field_documents"]=> array(19) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "4" ["#title"]=> string(9) "Documents" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(15) "field_documents" ["#field_type"]=> string(16) "field_collection" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } ["#formatter"]=> string(21) "field_collection_view" [0]=> array(4) { ["entity"]=> array(1) { ["field_collection_item"]=> array(1) { [9206]=> array(11) { ["#view_mode"]=> string(4) "full" ["field_title"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "1" ["#title"]=> string(5) "Title" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(11) "field_title" ["#field_type"]=> string(4) "text" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#object"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } ["#formatter"]=> string(10) "text_plain" [0]=> array(1) { ["#markup"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } ["field_fichier"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "2" ["#title"]=> string(7) "Fichier" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(13) "field_fichier" ["#field_type"]=> string(4) "file" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#object"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } ["#formatter"]=> string(12) "file_default" [0]=> array(2) { ["#theme"]=> string(9) "file_link" ["#file"]=> object(stdClass)#352 (13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(275) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(15) "Type de fichier" ["#access"]=> bool(true) ["#label_display"]=> string(6) "hidden" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(21) "field_type_de_fichier" ["#field_type"]=> string(23) "taxonomy_term_reference" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#object"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } ["#formatter"]=> string(29) "taxonomy_term_reference_plain" [0]=> array(1) { ["#markup"]=> string(3) "Pdf" } } ["#pre_render"]=> array(1) { [0]=> string(30) "_field_extra_fields_pre_render" } ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(15) "field_documents" ["#theme"]=> string(6) "entity" ["#entity"]=> object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" ["field_name"]=> string(15) "field_documents" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "17a18aa9-6c36-43de-858b-365ef112a71c" ["field_title"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["format"]=> NULL ["safe_value"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" } } } ["field_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(13) { ["fid"]=> string(5) "11501" ["uid"]=> string(1) "0" ["filename"]=> string(72) "com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["uri"]=> string(98) "public://publications/pdf/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1328885972856jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(6) "420589" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(7) "default" ["uuid"]=> string(36) "1f9b7e25-37c3-4419-b8f4-4cd0d3d68b72" ["rdf_mapping"]=> array(0) { } ["display"]=> string(1) "1" ["description"]=> NULL } } } ["field_type_de_fichier"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["tid"]=> string(2) "33" ["taxonomy_term"]=> object(stdClass)#356 (12) { ["tid"]=> string(2) "33" ["vid"]=> string(1) "8" ["name"]=> string(3) "Pdf" ["description"]=> string(0) "" ["format"]=> string(9) "full_html" ["weight"]=> string(1) "0" ["uuid"]=> string(36) "8fcea7ed-9687-49cd-8d86-f09b1383a4e4" ["language"]=> string(3) "und" ["i18n_tsid"]=> string(1) "0" ["vocabulary_machine_name"]=> string(7) "fichier" ["rdf_mapping"]=> array(5) { ["rdftype"]=> array(1) { [0]=> string(12) "skos:Concept" } ["name"]=> array(1) { ["predicates"]=> array(2) { [0]=> string(10) "rdfs:label" [1]=> string(14) "skos:prefLabel" } } ["description"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "skos:definition" } } ["vid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(13) "skos:inScheme" } ["type"]=> string(3) "rel" } ["parent"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(12) "skos:broader" } ["type"]=> string(3) "rel" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } } } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#language"]=> string(2) "en" ["#page"]=> NULL } } } ["#theme_wrappers"]=> array(1) { [0]=> string(21) "field_collection_view" } ["#attributes"]=> array(1) { ["class"]=> array(4) { [0]=> string(21) "field-collection-view" [1]=> string(8) "clearfix" [2]=> string(14) "view-mode-full" [3]=> string(27) "field-collection-view-final" } } ["links"]=> array(2) { ["#theme"]=> string(28) "links__field_collection_view" ["#attributes"]=> array(1) { ["class"]=> array(1) { [0]=> string(27) "field-collection-view-links" } } } } ["#prefix"]=> string(49) "
" ["#suffix"]=> string(6) "
" ["#attached"]=> array(1) { ["css"]=> array(1) { [0]=> string(61) "sites/all/modules/field_collection/field_collection.theme.css" } } } ["field_complement_d_information"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "3" ["#title"]=> string(27) "Information complémentaire" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(30) "field_complement_d_information" ["#field_type"]=> string(9) "text_long" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(350) "

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.

" } } ["field_publication_auteur"]=> array(21) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "6" ["#title"]=> string(9) "Author(s)" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(24) "field_publication_auteur" ["#field_type"]=> string(16) "field_collection" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(4) "node" ["#bundle"]=> string(11) "publication" ["#object"]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } ["#formatter"]=> string(21) "field_collection_view" [0]=> array(4) { ["entity"]=> array(1) { ["field_collection_item"]=> array(1) { [9207]=> array(10) { ["#view_mode"]=> string(4) "full" ["field_nom"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(3) "Nom" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(9) "field_nom" ["#field_type"]=> string(4) "text" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#363 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "2e32d8c5-9de0-4ece-9842-d094ec207a6b" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } } ["field_professeur_edhec"]=> array(0) { } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(15) "Joseph Eagleeye" } } ["field_fonction"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "3" ["#title"]=> string(8) "Fonction" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(14) "field_fonction" ["#field_type"]=> string(9) "text_long" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#363 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "2e32d8c5-9de0-4ece-9842-d094ec207a6b" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } } ["field_professeur_edhec"]=> array(0) { } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(41) "Principal, Premia Capital Management, LLC" } } ["#pre_render"]=> array(1) { [0]=> string(30) "_field_extra_fields_pre_render" } ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#theme"]=> string(6) "entity" ["#entity"]=> object(FieldCollectionItemEntity)#363 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "2e32d8c5-9de0-4ece-9842-d094ec207a6b" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(15) "Joseph Eagleeye" ["format"]=> NULL ["safe_value"]=> string(15) "Joseph Eagleeye" } } } ["field_professeur_edhec"]=> array(0) { } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(41) "Principal, Premia Capital Management, LLC" ["format"]=> NULL ["safe_value"]=> string(41) "Principal, Premia Capital Management, LLC" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#language"]=> string(2) "en" ["#page"]=> NULL } } } ["#theme_wrappers"]=> array(1) { [0]=> string(21) "field_collection_view" } ["#attributes"]=> array(1) { ["class"]=> array(3) { [0]=> string(21) "field-collection-view" [1]=> string(8) "clearfix" [2]=> string(14) "view-mode-full" } } ["links"]=> array(2) { ["#theme"]=> string(28) "links__field_collection_view" ["#attributes"]=> array(1) { ["class"]=> array(1) { [0]=> string(27) "field-collection-view-links" } } } } [1]=> array(4) { ["entity"]=> array(1) { ["field_collection_item"]=> array(1) { [9208]=> array(11) { ["#view_mode"]=> string(4) "full" ["field_nom"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "0" ["#title"]=> string(3) "Nom" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(9) "field_nom" ["#field_type"]=> string(4) "text" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#372 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(5) "11500" ["uid"]=> string(1) "0" ["filename"]=> string(21) "img_1225187794445.jpg" ["uri"]=> string(50) "public://publications/images/img_1225187794445.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(4) "5872" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027798" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f54b5d45-7295-4737-bd7d-f6bc5192351b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "186" ["height"]=> string(3) "262" } ["alt"]=> NULL ["title"]=> NULL ["width"]=> string(3) "186" ["height"]=> string(3) "262" } } } ["field_documents"]=> array(1) { ["und"]=> array(2) { [0]=> array(2) { ["value"]=> string(4) "9206" ["revision_id"]=> string(4) "9206" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_lien"]=> array(0) { } ["field_complement_d_information"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(266) "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." ["format"]=> NULL } } } ["field_publication_auteur"]=> array(1) { ["und"]=> array(4) { [0]=> array(2) { ["value"]=> string(4) "9207" ["revision_id"]=> string(4) "9207" } [1]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [2]=> array(2) { ["value"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" } [3]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10558) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9208" ["revision_id"]=> string(4) "9208" ["field_name"]=> string(24) "field_publication_auteur" ["default_revision"]=> string(1) "1" ["archived"]=> string(1) "0" ["entityType":protected]=> string(21) "field_collection_item" ["entityInfo":protected]=> array(25) { ["label"]=> string(21) "Field collection item" ["label callback"]=> string(18) "entity_class_label" ["uri callback"]=> string(16) "entity_class_uri" ["entity class"]=> string(25) "FieldCollectionItemEntity" ["controller class"]=> string(19) "EntityAPIController" ["base table"]=> string(21) "field_collection_item" ["revision table"]=> string(30) "field_collection_item_revision" ["fieldable"]=> bool(true) ["redirect"]=> bool(false) ["entity keys"]=> array(4) { ["id"]=> string(7) "item_id" ["revision"]=> string(11) "revision_id" ["bundle"]=> string(10) "field_name" ["uuid"]=> string(4) "uuid" } ["module"]=> string(16) "field_collection" ["view modes"]=> array(4) { ["full"]=> array(2) { ["label"]=> string(12) "Full content" ["custom settings"]=> bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } ["field_publication_auteur"]=> array(3) { ["label"]=> string(41) "Field collection field_publication_auteur" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(58) "admin/structure/field-collections/field-publication-auteur" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } } ["static cache"]=> bool(true) ["field cache"]=> bool(true) ["load hook"]=> string(26) "field_collection_item_load" ["translation"]=> array(0) { } ["base table field types"]=> array(5) { ["item_id"]=> string(6) "serial" ["revision_id"]=> string(3) "int" ["field_name"]=> string(7) "varchar" ["archived"]=> string(3) "int" ["uuid"]=> string(4) "char" } ["schema_fields_sql"]=> array(2) { ["base table"]=> array(5) { [0]=> string(7) "item_id" [1]=> string(11) "revision_id" [2]=> string(10) "field_name" [3]=> string(8) "archived" [4]=> string(4) "uuid" } ["revision table"]=> array(2) { [0]=> string(11) "revision_id" [1]=> string(7) "item_id" } } ["token type"]=> string(21) "field_collection_item" ["configuration"]=> bool(false) ["uuid"]=> bool(true) } ["idKey":protected]=> string(7) "item_id" ["nameKey":protected]=> string(7) "item_id" ["statusKey":protected]=> string(6) "status" ["defaultLabel":protected]=> bool(false) ["wrapper":protected]=> NULL ["uuid"]=> string(36) "894db90b-e213-4041-ae3a-e086e336f812" ["field_nom"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(11) "Hilary Till" ["format"]=> NULL ["safe_value"]=> string(11) "Hilary Till" } } } ["field_professeur_edhec"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["target_id"]=> string(4) "5985" ["entity"]=> object(stdClass)#364 (44) { ["vid"]=> string(4) "5985" ["uid"]=> string(1) "0" ["title"]=> string(11) "TILL Hilary" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "1" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "07a6535c-dc0d-4853-bbe0-720741d67404" ["nid"]=> string(4) "5985" ["type"]=> string(8) "personne" ["language"]=> string(3) "und" ["created"]=> string(10) "1470041640" ["changed"]=> string(10) "1480463069" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "178c8482-dd52-4d93-9385-1015259c56d6" ["revision_timestamp"]=> string(10) "1480463069" ["revision_uid"]=> string(3) "330" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(652) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["summary"]=> string(0) "" ["format"]=> string(9) "full_html" ["safe_value"]=> string(651) "

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

" ["safe_summary"]=> string(0) "" } } } ["field_poste_current"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "Research Associate" ["format"]=> NULL ["safe_value"]=> string(18) "Research Associate" } } } ["field_coordonn_es"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" ["format"]=> NULL ["safe_value"]=> string(148) "EDHEC Business School 393/400 Promenade des Anglais - BP3116 06202 Nice cedex 3 - France Tel.: + 33 (0)4 93 18 99 66 Fax : + 33 (0)4 93 83 08 10" } } } ["field_mail"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(18) "till@premiacap.com" ["format"]=> NULL ["safe_value"]=> string(18) "till@premiacap.com" } } } ["field_documents"]=> array(1) { ["und"]=> array(1) { [0]=> array(2) { ["value"]=> string(4) "1887" ["revision_id"]=> string(4) "1887" } } } ["field_cible"]=> array(0) { } ["field_siteweb"]=> array(0) { } ["field_facebook"]=> array(0) { } ["field_twitter"]=> array(0) { } ["field_linkendin"]=> array(0) { } ["field_team_image"]=> array(1) { ["und"]=> array(1) { [0]=> array(16) { ["fid"]=> string(4) "4251" ["uid"]=> string(1) "0" ["filename"]=> string(8) "prof_128" ["uri"]=> string(44) "public://professeurs/img_profil/prof_128.jpg" ["filemime"]=> string(10) "image/jpeg" ["filesize"]=> string(5) "35600" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1470041640" ["type"]=> string(5) "image" ["uuid"]=> string(36) "f88f7258-5657-4d9e-9624-ae20d0c6217b" ["rdf_mapping"]=> array(0) { } ["image_dimensions"]=> array(2) { ["width"]=> string(3) "150" ["height"]=> string(3) "150" } ["alt"]=> string(0) "" ["title"]=> string(0) "" ["width"]=> string(3) "150" ["height"]=> string(3) "150" } } } ["field_specialite"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "78" } } } ["field_expertise"]=> array(0) { } ["field_short_bio"]=> array(0) { } ["field_expertises"]=> array(0) { } ["field_poste_detail"]=> array(0) { } ["field_personne_externe_l_edhec"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["path"]=> array(1) { ["pathauto"]=> string(1) "1" } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) } ["access"]=> bool(true) } } } ["field_fonction"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" ["format"]=> NULL ["safe_value"]=> string(113) "Principal, Premia Capital Management, LLC, andResearch Associate, EDHEC Risk and Asset Management Research Centre" } } } ["rdf_mapping"]=> array(0) { } ["entity_view_prepared"]=> bool(true) } ["#items"]=> array(1) { [0]=> array(3) { ["value"]=> string(11) "Hilary Till" ["format"]=> NULL ["safe_value"]=> string(11) "Hilary Till" } } ["#formatter"]=> string(12) "text_default" [0]=> array(1) { ["#markup"]=> string(11) "Hilary Till" } } ["field_professeur_edhec"]=> array(16) { ["#theme"]=> string(5) "field" ["#weight"]=> string(1) "2" ["#title"]=> string(16) "Professeur Edhec" ["#access"]=> bool(true) ["#label_display"]=> string(5) "above" ["#view_mode"]=> string(4) "full" ["#language"]=> string(3) "und" ["#field_name"]=> string(22) "field_professeur_edhec" ["#field_type"]=> string(15) "entityreference" ["#field_translatable"]=> string(1) "0" ["#entity_type"]=> string(21) "field_collection_item" ["#bundle"]=> string(24) "field_publication_auteur" ["#object"]=> object(FieldCollectionItemEntity)#372 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10558" ["uid"]=> string(1) "0" ["title"]=> string(75) "Risk Management and Portfolio Construction in a Commodity Futures Programme" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "5d5651b9-87d8-4c54-a628-f2f71d051efc" ["nid"]=> string(5) "10558" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027818" ["changed"]=> string(10) "1480342508" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "d4197263-cd26-48d0-9e65-d717b1f1aae4" ["revision_timestamp"]=> string(10) "1480342508" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(364) " The following issues will be addressed: - The evaluation of normal versus eventful risk; - The sizing of trades and strategy buckets; and - The construction of a portfolio, which takes into consideration these risk and sizing metrics. We provide examples from three historical portfolios in order to make this discussion concrete and practical. " ["summary"]=> string(130) "The focus of this article will be on risk management within the context of a total-return futures program centered on commodities." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2007-09-03 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } }