Academic analysis supports long/short commodity investing without regulatory intervention

Long/short commodity investing shows positive resultsLong/short commodity investing shows positive results

asia markets

The rise in commodity prices over the last 10 years and their recent volatility has generated considerable interest on the part of investors, regulators and policy-makers. Attracted by the prospect of robust returns, diversification benefits and potential for hedging inflation and macroeconomic risks, investors have increased their allocations to commodities over the period, primarily via passive investment into commodity futures indexes.

While the potential for alpha generation through long/shor

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