NEW YORK , April 9, 2013 /PRNewswire/ -- Credit Suisse's Asset Management business announced the release of a new white paper entitled, "Uncovering Hidden Risks in Active Commodity Indices". Co-authored by Nelson Louie, Global Head of Commodities, and Chris Burton, Head of Portfolio Management Commodities in Credit Suisse Asset Management, the white paper focuses on the evolution of commodity investing and how the increase in new commodity index strategies over a relatively short period of time has created new challenges for investors.
- Common factors used to create active indices;
- How factor-based indices are backtested;
- Comparison of returns and volatility of factor-based indices versus arbitrarily-selected indices as well as traditional benchmarks;
- How the intricacies of commodities investing present unique challenges for investors, and how they differ from other actively managed asset classes, such as equities; and
- How an active/discretionary manager may provide an alternative and help manage active commodity exposure for an investor who may not be comfortable managing these risks on his or her own.
Check Out Our Best Services for Investors
- $2.5+ million portfolio
- Large-cap and dividend focus
- Intraday trade alerts from Cramer
Access the tool that DOMINATES the Russell 2000 and the S&P 500.
- Buy, hold, or sell recommendations for over 4,300 stocks
- Unlimited research reports on your favorite stocks
- A custom stock screener
- Model portfolio
- Stocks trading below $10
- Intraday trade alerts