Alpha Commodity Index Investment

Status:
completed
Tutor:
Field:
Business Administration

Abstract

Investor interest in alpha commodity index products has surged over the past year and banks are hard at work creating more of them. Can these exotic new instruments really provide a sustainable source of absolute return? And is the market getting too crowded?

Literatur:

Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll. Mou, Yiqun. July 15, 2011.

Does 'Paper Oil' Matter? Energy Markets' Financialization and Equity-Commodity Co-Movements. Büyüksahin, Bahattin and Robe, Michel. July 28, 2011.