26.10.2011 - New Edhec study finds commodities still offer diversification benefits
The latest study from the Edhec-Risk Institute tackles the issue of whether investing in commodities for financial gain has caused greater volatility and a decade long rise in commodity prices over recent years. The study, entitled 'Long-Short Commodity Investing: Implications for Portfolio Risk and Market Regulation' and authored by EDHEC-Risk Institute Professor Jolle Miffre was produced with market data and support from CME Group. It also sought to clarify whether increased use of commodities as investment tools has caused them to lose their traditional strength of non-correlation with financial investments...............................................Full Article: Source
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