| 14.11.2005 Other Voices: Challenges in Commodities Risk Management |
| By Hillary Till and Joseph Eagleeye, Premia Capital Management This article notes that 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 article, the authors provide two examples of those challenges: (1) the correlations amongst commodities vary seasonally due to meaningful w |
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