This paper will cover investing in commodities through futures contracts. It will note the unique sources of risk and return for such investments. We will also discuss the factors that one should take into consideration before deciding upon how much of their portfolio should be in commodities....

This article will discuss the practical issues involved in applying a disciplined risk management methodology to energy-focused futures trading. This article will show how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading. It will...

The focus of this paper will be on risk management within the context of a total-return futures program centered on commodities. The following issues will be addressed: the evaluation of normal versus eventful risk; the sizing of trades and strategy buckets; and the construction of a portfolio,...

The paper discusses the practical issues involved in applying a disciplined risk management methodology to futures trading. Specifically, the paper shows how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading as well as discussing...

As the hedge-fund business expands relative to traditional asset management, researchers are developing risk measures to take into consideration the nonstandard performance characteristics of hedge funds. This article gives three examples of proposals that have been published recently. Each...

Part 1 of this paper can be found at 'http://ssrn.com/abstract=2602785' http://ssrn.com/abstract=2602785.This article is the second in a two-part series. The goal of this series is to discuss the innovative ways in which academics and practitioners are enhancing the risk allocation framework in...

This article is the first in a two-part series. The series will discuss the innovative ways in which academics and practitioners are enhancing asset allocation methodologies in order to incorporate hedge funds. This article will begin by discussing the current practice in asset allocation work,...