RT Journal Article SR Electronic T1 Protection Potential of Commodity Hedge Funds JF The Journal of Alternative Investments FD Institutional Investor Journals SP 43 OP 52 DO 10.3905/jai.2011.13.3.043 VO 13 IS 3 A1 Pierre Jeanneret A1 Pierre Monnin A1 Stefan Scholz YR 2010 UL https://pm-research.com/content/13/3/43.abstract AB In this article, the authors show that investing in a portfolio of commodity hedge funds yields higher returns and a better control of downside risk than investing in long-only commodity indices. They also show that, contrary to a widespread belief, long-only commodity indices do not necessarily provide an efficient inflation hedge during periods of high inflation and may induce a cost in low inflation periods. Commodity hedge funds do not provide a better hedge in periods of high inflation but they do not bear any cost in low inflation periods.TOPICS: Real assets/alternative investments/private equity, commodities, futures and forward contracts, risk management