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Strategic Allocation to Commodity Factor Premiums

Strategic Allocation to Commodity Factor Premiums

30-09-2014 | Research

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
    David
    Blitz
    Head of Quant Research
  • Wilma de Groot, PhD
    Wilma
    de Groot, PhD
    Head of Core Quant Equities
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