Should Commodity Investors Follow Commodities' Prices?


Most long-term investors gain access to commodities through diversified funds, though mean-reverting prices and low correlation among commodities returns suggest that two-fund separation does not hold for commodities.... [ view full abstract ]


  1. Antonella Tolomeo (Reale Mutua Assicurazioni)
  2. Paolo Guasoni (Dublin City University)
  3. Gu Wang (Worcester Polytechnic Institute)

Topic Areas

Commodities , Information Models , Portfolio Theory


WE-A-SY » Information and Commodities (11:30 - Wednesday, 18th July, Synge)

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