Hedging Inflation with Optimal Commodity Portfolios to Maximize Diversity & Growth
As governments in the U.S, Europe, Japan and elsewhere embrace aggressive fiscal stimulus measures in the wake of the global Coronavirus pandemic, investors are growing concerned that this may unleash a sustained inflationary impulse. As investors dust off their inflationary market playbooks, many are realizing portfolios may need to be significantly restructured.
This week ReSolve’s own Portfolio Managers, Mike, Rodrigo, Richard and Adam, wrestle with the underlying macro dynamics that might pave the way for inflation, and discuss how to position portfolios to manage these risks. In particular, the team focuses on how commodities are designed to preserve real wealth in inflationary environments, and how to build optimal commodity portfolios to address these risks:
• The many paths to inflation, and the role of MMT and debt monetization
• Importance of diversity and balance (or heterogeneity) in the design of commodity portfolios
• Why existing commodity indices and products are designed for capacity, but sacrifice heterogeneity and balance
• How optimal commodity portfolios may be expected to deliver a rebalancing premium to rival the equity risk premium, duration premium, and credit risk premium
This jovial discussion complements the whitepaper, “Optimal Commodities” and listeners are encouraged to download and read the paper as well.
https://investresolve.com/whitepaper-...
This is "ReSolve's Riffs" – published on YouTube every Friday afternoon to debate the most relevant investment topics of the day, hosted by Adam Butler, Mike Philbrick, and Rodrigo Gordillo of ReSolve Global* & Richard Laterman of ReSolve Asset Management Inc.
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*ReSolve Global refers to ReSolve Asset Management SEZC (Cayman) which is registered with the Commodity Futures Trading Commission as a commodity trading advisor and commodity pool operator. This registration is administered through the National Futures Association ("NFA"). Further, ReSolve Global is a registered person with the Cayman Islands Monetary Authority
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