Active Commodity Futures Strategies: The Importance of Risk Management and Implementation Discipline
39 Pages Posted: 10 Jul 2015
Date Written: May 15, 2005
Abstract
In this paper, we note how a set of active commodity strategies could potentially add value to an investor’s commodity allocation. But we also emphasize the due care that must be taken in both risk management and implementation discipline.
Keywords: Commodity futures, hedge fund, risk management, sources of returns, investment process
JEL Classification: G1, G11, G23
Suggested Citation: Suggested Citation
Till, Hilary and Eagleeye, Joseph, Active Commodity Futures Strategies: The Importance of Risk Management and Implementation Discipline (May 15, 2005). Available at SSRN: https://ssrn.com/abstract=2628534 or http://dx.doi.org/10.2139/ssrn.2628534
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