Long-short versus long-only commodity funds

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Commodity investments have gained considerable interest over the past decade. For traditionally diversied investors, an allocation to a fund that invests exclusively in commodity markets oers not only a hedge against ination, but also eective diversication due to its low correlation with traditional asset classes. Over the long run, commodity investment funds show equity-like returns, but are accompanied by lower volatility and shortfall risk.

Original languageEnglish (US)
Title of host publicationCommodities
PublisherCRC Press
Pages459-467
Number of pages9
ISBN (Electronic)9781498712330
ISBN (Print)9781498712323
DOIs
StatePublished - Jan 1 2015

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)
  • Business, Management and Accounting(all)
  • Mathematics(all)

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