Active Commodity Futures Strategies: The Importance of Risk Management and Implementation Discipline

39 Pages Posted: 10 Jul 2015

See all articles by Hilary Till

Hilary Till

Premia Research LLC; EDHEC-Risk Institute; J.P. Morgan Center for Commodities, University of Colorado Denver Business School; Global Commodities Applied Research Digest

Joseph Eagleeye

Premia Research LLC

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

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

Hilary Till (Contact Author)

Premia Research LLC ( email )

United States
312-583-1137 (Phone)
312-873-3914 (Fax)

HOME PAGE: http://customindices.spindices.com/custom-index-calculations/premia/all

EDHEC-Risk Institute

Nice
France

HOME PAGE: http://risk.edhec.edu/

J.P. Morgan Center for Commodities, University of Colorado Denver Business School ( email )

1475 Lawrence St.
Denver, CO 80202
United States

HOME PAGE: http://www.business.ucdenver.edu/commodities

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
1475 Lawrence Street
Denver, CO 80202
United States

HOME PAGE: http://www.jpmcc-gcard.com/hilary-till

Register to save articles to
your library

Register

Paper statistics

Downloads
72
Abstract Views
475
rank
322,201
PlumX Metrics