Active Investment Strategies in Commodity Markets

Adam Zaremba ()

Chapter Chapter Three in The Financialization of Commodity Markets, 2015, pp 47-100 from Palgrave Macmillan

Abstract: Abstract This chapter describes managed futures as an example of an active investment strategy in the commodity markets. The aim of this chapter is to make a detailed presentation and provide characteristics of this investment asset class, particularly in terms of the operation and the selection of the proper benchmark for empirical research on financialization of the commodity markets.

Keywords: Hedge Fund; Future Market; Sharpe Ratio; Future Contract; Commodity Market (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-47639-5_3

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DOI: 10.1057/9781137476395_3

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