Corps professoral et Recherche

Publications : Eagleeye J.; Till H. - The Risks of Commodity Investing


Hilary Till; Joseph Eagleeye (Août 2006), "The Risks of Commodity Investing", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.

[This page in english]

Résumé

This chapter will cover investing in commodities through futures contracts. It will note the unique sources of risk and return for such investments. We will also discuss the factors that one should take into consideration before deciding upon how much of their portfolio should be in commodities. We will note how an investment in commodities can be used as either a diversifier for a traditional portfolio or as a source of returns, depending
on the market environment. Finally, we will argue that some of the considerations that apply to equity investing are also relevant for commodity investing.

En savoir plus


Pour plus d'informations, nous vous prions de vous adresser à Joanne Finlay, Direction de la recherche de l'EDHEC [ joanne.finlay@edhec.edu]

Les opinions exprimées sont celles de l'auteur et n'engagent pas la responsabilité de l'EDHEC.

EDHEC_Working_Paper_The_Risks_of_Commodity_Investing
[Texte intégral - En anglais - PDF
20 pages - 1,18 Mo]
 
 

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