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I Disagree
Strategic Allocation to Commodity Factor Premiums

Strategic Allocation to Commodity Factor Premiums

18-07-2013 | 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
    PhD, Executive Director, Head of Quant Selection Research.
  • Wilma de Groot
    Wilma
    de Groot
    CFA, Director, Portfolio Manager
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