Long-short versus long-only commodity funds

John M. Mulvey

doi:10.1201/b19020

Long-short versus long-only commodity funds

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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 language	English (US)
Title of host publication	Commodities
Publisher	CRC Press
Pages	459-467
Number of pages	9
ISBN (Electronic)	9781498712330
ISBN (Print)	9781498712323
DOIs	https://doi.org/10.1201/b19020
State	Published - Jan 1 2015

All Science Journal Classification (ASJC) codes

General Economics, Econometrics and Finance
General Business, Management and Accounting
General Mathematics

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10.1201/b19020

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Long-short versus long-only commodity funds

Abstract

All Science Journal Classification (ASJC) codes

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