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A Collection of Articles on the Commodity Futures Markets, Spanning the Agricultural, Metals, and Energy Sectors

2016

Hilary Till

Commodity Risk Management

2016

Hilary Till

Insights into the Frequently Opaque, and Always Dynamic, Commodity Markets

2016

Hilary Till

Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios

2016

Raman Uppal, Paolo Zaffaroni

Market Efficiency And Hedge Fund Trading Strategies

2016

Marie Lambert, Nicolas Papageorgiou, Federico Platania

Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings

2016

Juha Joenväärä, Bernd Scherer

The EDHEC European ETF Survey 2015

2016

Noël Amenc, Felix Goltz, Véronique Le Sourd, Ashish Lodh, Sivagaminathan Sivasubramanian

Term Structure Analysis Of Option Implied Volatility In The Brazilian Market Using A Continuous-Time GARCH Model

2016

Carlos Heitor Campani, Carlos Eduardo Fucci

What Investment Robots Need To Know – Evidence from Panel Survey Data

2016

Bernd Scherer

Mass Customization Versus Mass Production - How An Industrial Revolution Is About To Take Place In Investment Management And Why It Involves A Shift From Investment Products To Investment Solutions

2016

Lionel Martellini

Does Household Finance Matter? Small Financial Errors with Large Social Costs

2016

Harjoat Singh Bhamra, Raman Uppal

How to Calibrate Risk Appetite, Tolerance and Limits: The Issues at Stake for Capital Allocation, ERM and Business Performance

2016

Philippe Foulquier, Liliana Arias

On the Correct Evaluation of Cost of Capital for Project Valuation

2015

Carlos Heitor Campani

Long-Short Commodity Investing: A Review of the Literature

2015

Joëlle Miffre

Is Smart Beta Just Monkey Business? An Analysis Of Factor Exposures, Upside-Down Strategies And Rebalancing Effects

2015

Noël Amenc, Felix Goltz,, Ashish Lodh

Skewness Strategies in Commodity Futures Markets

2015

Adrian Fernandez-Perez, Bart Frijns, Ana-Maria Fuertes, Joëlle Miffre

Structural Position-Taking in Crude Oil Futures Contracts

2015

Hilary Till

When Has OPEC Spare Capacity Mattered for Oil Prices?

2015

Hilary Till

The Limitations Of Factor Investing: Impact Of The Volkswagen Scandal On Concentrated Versus Diversified Factor Indices

2015

Noël Amenc, Sivagaminathan Sivasubramanian, Jakub Ulahel

What are the Sources of Return for CTAs and Commodity Indices? A Brief Survey of Relevant Research

2015

Hilary Till

Commodities as Lotteries: Skewness and the Returns of Commodity Futures

2015

Adrian Fernández-Pérez, Bart Frijns, Ana-Maria Fuertes, Joëlle Miffre

Stock Market Dispersion, the Business Cycle and Expected Factor Returns

2015

Timotheos Angelidis, Athanasios Sakkas, Nikolaos Tessaromatis

Factor Investing: A Welfare-Improving New Investment Paradigm or Yet Another Marketing Fad?

2015

Lionel Martellini, Vincent Milhau

Commodity Markets, Long-Run Predictability and Intertemporal Pricing

2015

Adrian Fernadez-Perez, Ana-Maria Fuertes, Joëlle Miffre

Commodity Risks and the Cross-Section of Equity Returns

2015

Chris Brooks, Adrian Fernandez-Perez, Joëlle Miffre, Ogonna Nneji

Active Allocation To Smart Factor Indices

2015

Noel Amenc, Guillaume Coqueret, Lionel Martellini

The Valuation of Privately-Held Infrastructure Equity Investments: Theoretical Framework and Data Collection Requirements

2015

Frédéric Blanc-Brude, Majid Hasan

Investor Interest In And Requirements For Smart Beta ETFs

2015

Felix Goltz, Veronique Le Sourd

The EDHEC European ETF Survey 2014

2015

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Véronique Le Sourd, Ashish Lodh, Eric Shirbini

Alternative Equity Beta Investing: A Survey

2015

Noel Amenc, Saad Badaoui, Felix Goltz, Véronique Le Sourd, Ashish Lodh

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