Alternative Risk Premia in Commodities

Alternative Risk Premia (ARP) in commodities have been studied with the general consensus being that they can provide uncorrelated sources of return to risk premia in other asset classes. In addition to the most widely disseminated cross-asset ARP, commodity-specific sources of return can be extracted because of the idiosyncratic nature of commodity markets.

​​​​​​​Learn how ARP in the commodity space can provide a complementary source of return relative to existing ARP benchmarks and possess the potential to improve the risk-return characteristics of modern investment portfolios.

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