Taking Full Advantage of the Statistical Properties of Commodity Investments

Hilary Till: Academic and practitioner research has documented that commodities yield important risk-reduction benefits for a portfolio invested mainly in financial assets.

Author(s):

Hilary Till

Research Associate, EDHEC-Risk InstitutePrincipal, Premia Capital Management, LLC

It is perhaps less well known that individual commodity strategies can be so uncorrelated that they can significantly dampen the risk of a commodity-only portfolio. In this article we discuss how an investor can take full take advantage of the unique statistical properties of this asset class.

Type: Working paper
Date: le 03/06/2013
Research Cluster : Finance

See Also

Exprimez votre raison d'être pour renverser la logique de l'engagement
Publication
- 14-06-2021
Après la parution du livre blanc sur la nouvelle donne de l’engagement des nouvelles...
#MyMBAStory – Building Her Way to Amazon – Adriana Molnar-Barton, EDHEC Global MBA alumna
News
- 10-06-2021
Adriana is used to working in a man’s world. Working within the construction industry,...
Deloitte Foundation: WINFIN, award winner
News
- 10-06-2021
How do we measure success?  The answer to this is highly personal as we all have...
Dean and students on What's next for Business Schools
News
- 09-06-2021
Four students discussed with Dean Emmanuel Métais on the future of Business Schools,...