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