In this article, we note how a set of active commodity strategies could potentially add value to
an investor's commodity allocation. But we also emphasize the due care that must be taken …

Academic and practitioner research has documented that commodities yield important
riskreduction benefits for a portfolio invested mainly in financial assets. It is perhaps less well …

Eine eigene Anlageklasse ist charakterisiert durch die Erwartung, dass eine passive
Haltestrategie (Long-Only Position) über Zeit im Vergleich zu einer kurzfristigen Anlage in …

We introduce a commodity futures return predictor related to “fear” about weather, disease,
geopolitical and economic hazards that distress the commodity supply or demand. Using …

This chapter will discuss the practical issues involved in applying a disciplined risk
management methodology to energy-focused futures investing. The chapter will show how …

This article discusses the practical issues involved in applying a disciplined risk
management methodology to commodity futures trading. Accordingly, the paper shows how …

El principal objetivo del Trabajo Fin de Máster consiste en conocer y en profundizar en el
mundo de las commodities. Para ello, primero se realiza un breve resumen de los tipos de …

Rohstoffe stehen seit Beginn des aktuellen Jahrzehnts zunehmend im Fokus des
Anlegerinteresses. Aufgrund der Tatsache, dass Rohstoffe bis zum Jahr 2008 sehr attraktive …

• PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING
COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS …

The three unknowns about the future performance of any money manager, or trading
system, are expected returns, the depth of drawdowns and the duration of drawdowns. One …