PT  - JOURNAL ARTICLE
AU  - Hilary Till
TI  - Taking Full Advantage of the Statistical Properties of Commodity Investments
AID  - 10.3905/jai.2001.319002
DP  - 2001 Jun 30
TA  - The Journal of Alternative Investments
PG  - 63--66
VI  - 4
IP  - 1
4099  - https://pm-research.com/content/4/1/63.short
4100  - https://pm-research.com/content/4/1/63.full
AB  - It is well documented that the statistical properties of commodities yield important risk-reduction benefits for a portfolio invested mainly in financial assets. It is perhaps less well known that individual commodity strategies can be so uncorrelated that they can significantly dampen the risk of a commodity-only portfolio. In this article, we suggest that investors take full advantage of the unique statistical properties of commodity investments in their portfolios by adding commodity assets to a financial-only portfolio as well as taking full advantage of the correlation properties of commodity strategies within a commodity-only portfolio.