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Level I Alternative Investments – Financial Exam Help 123

Financial Exam Help 123

Category: Level I Alternative Investments

Roll Yield (Roll Return)

Jun 14, 2017

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by

Bill Campbell

in Level I Alternative Investments, Level I Derivatives, Level II Alternative Investments, Level II Derivatives, Level III Alternative Investments, Level III Asset Allocation

The idea of roll yield – or roll return, same thing – is relatively straightforward: it’s part of the increase or decrease in the value of your portfolio that arises specifically when you roll over an expiring futures or forward contract into a new contract. The other parts of that increase or decrease are the…
Commodity Yields

Sep 30, 2013

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by

Bill Campbell

in Level I Alternative Investments

Most investors interested in commodity exposure do not get it through direct investments in commodities; they do not buy physical oil, or wheat, or gold, or pork bellies, or whatever. Most investors (including mutual funds, ETFs, institutional investors, and individual investors) get commodity exposure through derivatives, specifically through commodity futures or forward contracts. We’ll concentrate…