| A SQUARE :: 20Feb07 Cumulus Weather Fund | |||
| Category | Weather derivatives | ||
| Faculty | Peter Brewer | ||
| Expertise | Weather Related Investing | ||
| Author | Sona Blessing | ||
Portfolio focuses on weather events - seeking to assess the effects of short-term weather on underlying asset prices -and trading only when fundamentals and weather signals are aligned Default allocations of 40% each to the commodity and equity portfolios and 20% to weather derivatives Equities universe: 500 international large and mid caps Commodity universe: energy and environmental commodities Weather derivatives: a diversified portfolio - excluding catastrophe bonds and similar “fat tail” structures |
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