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SSRNDerivatives & Volatility

Dynamic Hedging with Commodities

The paper investigates the shifting relationship between stocks and bonds, the effect of inflation on asset correlations, and the potential of commodities as a dynamic hedge to enhance portfolio performance.

Featured in No. 59 on 31 Jul 2024 · 2 days after release

Released
29 Jul 2024
First featured
No. 59 · 31 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 4909458

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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