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30-09-2014 · Research
Strategic Allocation to Commodity Factor Premiums
Commodities have become less popular for investors. They are wondering if the traditional arguments for investing in commodities – like diversification- still apply. This paper explores a better way to invest: by setting up a commodity factor portfolio.
David Blitz
Chief Researcher
Wilma de Groot
Head of Core Quant Equities and Head of Quant Equity Portfolio Management Team
Authors
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