SEARCH RESULTS

results found: 13

Sort by: Sort by:
Oct 18 2016

Sector Showdown

Oct 18 2016

The Energy Effect

Aug 19 2016

Limiting Risk Exposure with S&P Risk Control Indices

Extreme stock market volatility between 2000 and 2010 produced flat returns and led to what many have referred to as a ‘lost decade’. Annualized volatility for the S&P 500® has averaged about 20% since 2000, compared with 14% in the 1990s.

Feb 03 2014

The Role of Multi-Asset Solutions in Indexing

In this paper, the Index Research & Design team at S&P Dow Jones Indices explores the potential role of multi-asset solutions in the indexing landscape.

Dec 11 2013

Alternate Beta Strategies in Commodities

Ever since the publication of Professor Harry Markowitz’s work in 1952, modern portfolio theory has been one of the cornerstones of asset allocation and portfolio construction.

Sep 16 2013

What’s Price Got to do with Term Structure?

An Introduction to the Change in Realized Roll Yields: Redefining How Forward Curves Are Measured

Sep 06 2013

Identifying Return Opportunities In A Demand-Driven World Economy

Liquidity risk premia are shifting, as the world economy may be entering a new paradigm driven by expansion of demand. This potential economic shift could significantly affect commodities.

Feb 01 2013

The Limits Of History

Anyone who’s ever read a prospectus knows that “past performance is no guarantee of future results.” The sentence has almost assumed the status of a cliché, but one of the less-appreciated properties of clichés is that they’re true.

Sep 19 2012

Commodity Investments: The Missing Piece of the Portfolio Puzzle?

Investors often look to commodities as a way to potentially gain enhanced portfolio diversification, protection against inflation, and equity-like returns.

Sep 11 2012

Evaluating Index Tradeability

A cross-asset class review

Jul 30 2012

Taking a Shine to Copper: The Physical-Based S&P GSCI Cash Copper Index

By virtue of its intrinsic properties, copper is used extensively in many manufacturing industries, from the production of power cables to consumer electronics.

Feb 28 2011

Dynamic Roll of Commodities Futures: An Extended Framework

Using the Standard Roll strategy to compare their performances versus an extended Dynamic Roll strategy, this research paper analyzes a basket of 24 major commodities included in the S&P GSCI®.

1 - 13 of 13 PREVIOUS NEXT

Narrow Your Results

Search For
Date Range
Asset Family
Regional Exposure
Professional Profile

Recent Searches

Saved Searches

Processing ...