Prof Vikas Pandey delivers a talk at the 8th SME Research Colloquium | Shiv Nadar University

Prof Vikas Pandey delivers a talk at the 8th SME Research Colloquium

Prof. Vikas Pandey delivered a talk on his current research at the 8th SME Research Colloquium, on 29th February 2019, titled, ‘Do traditional portfolios benefit from commodity futures exposure?’

Event Date: 
Tuesday, January 29, 2019 -
15:0016:00

‘Do traditional portfolios benefit from commodity futures exposure?’

Prof. Vikas Pandey delivered a talk on his current research at the 8th SME Research Colloquium, on 29th February 2019, titled, ‘Do traditional portfolios benefit from commodity futures exposure?’ He has investigated the diversification benefit of adding commodities to a traditional portfolio from the perspective of an Indian investor. Empirical evidence of his research shows that the commodities of agricultural sector provide the highest performance enhancement, whereas metal and energy commodity sectors do not provide significant diversification to the traditional portfolio. Gold and equity sectors also however provide some diversification benefit, when added to the traditional portfolio. His study provides guidance about the diversification benefits of commodities for a bonds and stocks portfolio in the Indian market. The results of this study support the heterogeneous nature of different commodity groups. The correlations between the returns of aggregate commodity index/sectoral commodity indices are not significant with the equity and bond markets.

Tuesday 29, Jan 2019
03:00 PM - 04:00 PM
D-118

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