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Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 22 Feb 2016
- By Efficient Capital Management
This paper aims to determine how to profitably invest in commodities with a four-factor asset pricing model. This four-factor model prices both commodity spot and term risk premia, making it a better choice than the Fama-French three-factor model.
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More in Market Review
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- Are commodities still a valid inflation hedge in this low price environment - August 23, 2016
- Going Up? Where to Find Returns if Rates Begin to Rise - April 28, 2015
- Commodity Long-Short Investing - January 15, 2015
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