Research and publications
Comparing First, Second and Third Generation Commodity Indices
The rising interest of institutional investors for commodities since the early 2000s prompted remarkable financial engineering in the commodity index space which is now in its third generation. The purpose of this article is to review this evolution and to give an assessment of index performance.
Author(s):
Joëlle Miffre
Summary:
The rising interest of institutional investors for commodities since the early 2000s prompted remarkable financial engineering in the commodity index space which is now in its third generation. The purpose of this article is to review this evolution and to give an assessment of index performance.
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Register/Log in| Type : | Working paper |
|---|---|
| Date : | 14/11/2012 |
| Keywords : |
Commodities |
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