RECHERCHE ET PUBLICATIONS
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.
Auteur(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 |
| Complément d'informations | For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ] |
| Pôle de recherche | Finance |
