Managed Futures as Portfolio Diversifier
October 3, 2012 - Commodity Futures, Mutual/Hedge Funds, Strategic Allocation
Are managed futures programs good portfolio diversifiers? In his September 2012 paper entitled “Revisiting Kat’s Managed Futures and Hedge Funds: A Match Made in Heaven”, Thomas Rollinger updates prior research exploring the diversification effects of adding managed futures to traditional portfolios of stocks and bonds and to portfolios including stocks, bonds and hedge funds. His proxies… Keep Reading