Showing 1 - 10 of 23
As the world confronts unprecedented global aging, academics and policymakers are growing increasingly aware of the need for better risk management tools to handle the demographic transition. It is therefore imperative to identify innovative insurance and financial market products that can...
Persistent link: https://www.econbiz.de/10012826076
This paper 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....
Persistent link: https://www.econbiz.de/10013018180
This article will discuss the practical issues involved in applying a disciplined risk management methodology to energy-focused futures trading. This article will show how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading. It will...
Persistent link: https://www.econbiz.de/10013018225
The focus of this paper will be on risk management within the context of a total-return futures program centered on commodities. The following issues will be addressed: the evaluation of normal versus eventful risk; the sizing of trades and strategy buckets; and the construction of a portfolio,...
Persistent link: https://www.econbiz.de/10013018912
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
Persistent link: https://www.econbiz.de/10013019671
Persistent link: https://www.econbiz.de/10013020534
The paper discusses the practical issues involved in applying a disciplined risk management methodology to futures trading. Specifically, the paper shows how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading as well as discussing...
Persistent link: https://www.econbiz.de/10013021538
This paper discusses intelligent risk-management techniques and new product innovation in the commodity futures markets. First, though, it reviews the century-plus debate on the role of commodity speculators, given the prevalent concerns that this activity may have a destabilizing impact on...
Persistent link: https://www.econbiz.de/10013021965
While the commodity markets provide a manager with ample opportunities for creating portfolios of diverse strategies, there are a number of challenges in doing so. In this paper, we provide two examples of those challenges: (1) the correlations amongst commodities vary seasonally due to...
Persistent link: https://www.econbiz.de/10013022045
Market participants have an obligation to periodically explain the economic role of futures trading and the role of speculators in these markets. This will be the main task of this paper. In addition, this paper will discuss two other challenges in the commodity markets: the impact of the Risk...
Persistent link: https://www.econbiz.de/10013022420