Publications

To ensure our research meets the needs of the corporate world, we present our publications in a format that makes key conclusions accessible to finance professionals. Each publication includes a clearly structured introduction, executive summary, and conclusion.

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Factor-Based Commodity Investing
A multi-factor commodity portfolio combining the high momentum, low basis and high basismomentum commodity factor…

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Smart Beta Replication Costs
This paper provides an explicit estimate of the costs applied to a range of smart beta strategies and analyses the…

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Commodity Risk Management
This article discusses the practical issues involved in applying a disciplined risk management methodology to commodity…

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