A number of policy-makers have blamed the decade-long rise in commodity prices and recent market volatility on the growing influence of financial investors and called for new regulation restricting their participation in commodity markets. Market financialisation has also led investors to worry about higher integration between commodity and traditional financial markets weakening the portfolio benefits of commodity investment.
EDHEC-Risk Institute Professor Joëlle Miffre addresses these concerns in a study released today entitled Long-Short Commodity Investing: Implications for Portfolio Risk and Market Regulation, produced with market data and support from CME Group.
To access the report click here
Leave a Comment
You must be logged in to post a comment.
Login