Social Sharing
Extended Viewer
Model Insight - Barra Commodity Model COM2 - March 2011
Mar 31, 2011
This Model Insight explains the Barra Commodity Model (COM2), which covers a broader set of commodities, attributes risk to an expanded set of factors, and provides more accurate risk estimates along the commodity term structures.
Download
Research authors
- Angelo Barbieri, Head of the Valuation Research Group
- Tsvetan Stoyanov