The Measurement and Management of Risk in Commodity Futures Programs
23 Pages Posted: 24 Jun 2015
Date Written: September 30, 2005
This paper will cover how to actively manage risk in a commodity futures program. We will specifically discuss what should be included at both the strategy and portfolio level in such a program.
Keywords: Commodity Futures, Risk Measurement
JEL Classification: G1, G11
Suggested Citation: Suggested Citation