Skip to Main Content
HBS Home
  • About
  • Academic Programs
  • Alumni
  • Faculty & Research
  • Baker Library
  • Giving
  • Harvard Business Review
  • Initiatives
  • News
  • Recruit
  • Map / Directions
Faculty & Research
  • Faculty
  • Research
  • Featured Topics
  • Academic Units
  • …→
  • Harvard Business School→
  • Faculty & Research→
Publications
Publications
  • July 1992 (Revised January 1995)
  • Case
  • HBS Case Collection

An Investment Linked to Commodity Futures

By: Kenneth A. Froot, Jay O. Light and Nancy Donohue
  • Format:Print
  • | Pages:13
ShareBar

Abstract

Describes a new investment which is linked to an index of commmodity futures prices. Explores how the index is constructed, how commodity futures (as opposed to other futures and spot prices) behave, and what the portfolio impacts of such an investment might be.

Keywords

Commodity Market; Investment Management; Portfolio Management; Financial Markets; Investment; Investment Portfolio; Futures And Commodity Futures

Citation

Froot, Kenneth A., Jay O. Light, and Nancy Donohue. "An Investment Linked to Commodity Futures." Harvard Business School Case 293-017, July 1992. (Revised January 1995.)
  • Educators
  • Purchase

About The Authors

Kenneth A. Froot

→More Publications

Jay O. Light

→More Publications

More from the Authors

    • July 2017
    • Journal of Financial Economics

    What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?

    By: Kenneth A. Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
    • May 2012 (Revised February 2013)
    • Faculty Research

    Innovating into Active ETFs: Factor Funds Capital Management LLC (TN)

    By: Lauren Cohen, Kenneth Froot and Timothy Gray
    • Journal of Portfolio Management

    How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

    By: Kenneth A. Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
More from the Authors
  • What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns? By: Kenneth A. Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
  • Innovating into Active ETFs: Factor Funds Capital Management LLC (TN) By: Lauren Cohen, Kenneth Froot and Timothy Gray
  • How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios By: Kenneth A. Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
ǁ
Campus Map
Harvard Business School
Soldiers Field
Boston, MA 02163
→Map & Directions
→More Contact Information
  • Make a Gift
  • Site Map
  • Jobs
  • Harvard University
  • Trademarks
  • Policies
  • Digital Accessibility
Copyright © President & Fellows of Harvard College