The main objective of this paper is to analyze the causality effect of economic policy
uncertainty and geopolitical risk on the prices of precious metals. We employ the Hacker and …

Commodities represent today the fastest growing markets worldwide. Historically
misunderstood, generally under-studied and under-valued, certainly under-represented in …

The rising interest of institutional investors for commodities since the early 2000s prompted
remarkable financial engineering in the commodity index space which is now in its third …

Over the past two decades, commodity-linked products have become increasingly popular
as an alternative asset class for many investors. This is mainly because long positions in …

Many authors have suggested that the mean-variance criterion, conceived by Markowitz
(The Journal of Finance 7 (1): 77–91, 1952), is not optimal for asset allocation, because the …

The CDO market grew strongly in the last several years thanks to a strong US housing
market, a low interest rate environment, abundant global excess liquidity, and a healthy US …

The purpose of this book is to present the principles of alternative investments in
management. The individual chapters provide a detailed analysis of various classes of …

In this article, we note how a set of active commodity strategies could potentially add value to
an investor's commodity allocation. But we also emphasize the due care that must be taken …

EDHEC is one of the top five business schools in France. Its reputation is built on the high
quality of its faculty and the privileged relationship with professionals that the school has …

The author starts with the observation that passive commodity investments have enjoyed
four years of impressive returns and asset growth. Though there has been significant …