30-09-2014 · Recherche
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, Head of Factor Investing Equities and Deputy Head of Quant Equity
Auteurs