Commodities, Crude Oil, and Diversified Portfolios

10 Pages Posted: 8 Jun 2021

See all articles by Hilary Till

Hilary Till

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

Date Written: June 3, 2021

Abstract

With concerns on inflation flaring up, there has been renewed interest in potentially including commodities in diversified portfolios. This article builds off prior research in examining which commodities to include and in what size. The article briefly reviews the relevant literature and proposes a novel and uncomplicated portfolio solution, which takes into consideration both historical results and plausible new paradigms. In addition, an investor would be able to implement this portfolio solution through deeply liquid futures markets.

Keywords: commodities, crude oil, diversification, futures contracts

JEL Classification: G1, G11

Suggested Citation

Till, Hilary and Till, Hilary, Commodities, Crude Oil, and Diversified Portfolios (June 3, 2021). Available at SSRN: https://ssrn.com/abstract=3860231 or http://dx.doi.org/10.2139/ssrn.3860231

Hilary Till (Contact Author)

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
1475 Lawrence Street
Denver, CO 80202
United States
3125831137 (Phone)
3128733914 (Fax)

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

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

1475 Lawrence St.
Denver, CO 80202
United States
3125831137 (Phone)
3128733914 (Fax)

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

EDHEC-Risk Institute ( email )

Nice
France
3125831137 (Phone)
3128733914 (Fax)

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

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