Tag Archives: Global Financial Crisis
Getting Dynamic with Commodities – Part 2
In part 1 of this two-part blog series, we discussed the characteristics of the S&P GSCI Dynamic Roll and the two main concerns this index attempts to alleviate, which are negative roll yield and volatility in commodities futures. Diving a bit deeper, we explore the recent performance of a diversified hypothetical portfolio when the S&P…
- Categories Commodities
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- Commodities
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