Article
Strategic Allocation to Commodity Factor Premiums
David Blitz and Wilma de Groot
The Journal of Alternative Investments Fall 2014, 17 (2) 103-115; DOI: https://doi.org/10.3905/jai.2014.17.2.103
David Blitz
is head of the Quantitative Equity Research Team at Robeco Asset Management in Rotterdam, The Netherlands.
Wilma de Groot
is a portfolio manager at Robeco Asset Management in Rotterdam, The Netherlands.
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Strategic Allocation to Commodity Factor Premiums
David Blitz, Wilma de Groot
The Journal of Alternative Investments Sep 2014, 17 (2) 103-115; DOI: 10.3905/jai.2014.17.2.103