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.

    Auteurs

  • David Blitz - Chief Researcher

    David Blitz

    Chief Researcher

  • Wilma de Groot - Head of Core Quant Equities, Head of Factor Investing Equities and Deputy Head of Quant Equity

    Wilma de Groot

    Head of Core Quant Equities, Head of Factor Investing Equities and Deputy Head of Quant Equity

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