Investments in Commodities using Long-Short Strategies

February 07, 2012. Commodity investments are considered to be a good means of diversification. However, passive long-only investment strategies often provide unsatisfactory results. Christopher Bauer from Barclays Capital, Prof. Dr. Thomas Heidorn from the Frankfurt School of Finance and Management, and Dr. Dieter Kaiser from Robus Capital describe the characteristics of various investment opportunities in commodities. On the basis of empirical data, they compare various approaches to the active management of commodity investments, and in doing so provide institutional investors with valuable information on diversification. Subscribers of Absolut|report can Access the paper online. PDF