contango

12 June 2018

In Practice Summary: Reassessing the Drivers of Commodity Futures Returns

What is the effect on portfolio returns when the commodity futures market as a whole is in backwardation or contango during recessions and during unexpected inflation?

08 January 2014

Alternative Thinking vs. Alternative Assets

Peter Chiappinelli, CFA, CAIA, a member of GMO’s asset allocation team, lays out the arguments and counterarguments for alternative investments.