Grant Award: George & Ann Cameron Memorial Fellowship Scheme

  • Broby, Daniel (Principal Investigator)
  • Mackenzie, Andrew (Principal Investigator)
  • Bautheac, Olivier (Principal Investigator)

Project: Internally funded project

Project Details

Description

Selecting an appropriate benchmark for investment in commodity futures

Layman's description

Commodity investment, like traditional investment, requires suitable benchmarks for performance measurement and attribution. This joint investigation with Arkansas University investigates the appropriateness of commodity benchmarks for portfolios of commodity futures.
Short titleResearch
StatusNot started

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