Research and publications
Structural Sources of Return and Risk in Commodity Futures Investments
By now it has become well-known that commodities have had superior performance over the past four and a half years; commodity investing has become a sign of sophistication. Because commodity index investing has grown from an obscure, niche strategy to a more widely accepted investment, there has been a need to better understand the drivers of historical commodity returns and risks. An investor would presumably then be in a better position to make informed judgments on the future prospects of a commodity investment.
Author(s):
Hilary Till
Summary:
By now it has become well-known that commodities have had superior performance over the past four and a half years; commodity investing has become a sign of sophistication. Because commodity index investing has grown from an obscure, niche strategy to a more widely accepted investment, there has been a need to better understand the drivers of historical commodity returns and risks. An investor would presumably then be in a better position to make informed judgments on the future prospects of a commodity investment.
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Register/Log in| Type : | Working paper |
|---|---|
| Date : | 04/03/2006 |
| Keywords : |
Commodity Futures |
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