Enterprising Investor
Practical analysis for investment professionals
mag-glass

contango


12 June 2018
In Practice Summary: Reassessing the Drivers of Commodity Futures Returns
By Mark Harrison, CFA and Phil Davis

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?



By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.

Close