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IDEAS THAT MATTER TO INVESTORS.

Behind every great investment opportunity, is a little intuition and lot of sold research.
We continuously review and periodically update our strategies based upon ongoing original research in order to develop investment opportunities in every asset class.

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HIGHLIGHTS

Commodity Futures/Whitepaper

Facts and Fantasies About Commodity Futures Ten Years Later

Gorton and Rouwenhorst (2006) examined commodity futures returns over the…

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Whitepaper

Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting

Private equity funds tend to select small firms with low…

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Volatility Strategies/Whitepaper

Overview: SummerHaven Private Equity Index

The SummerHaven Private Equity Strategy Index (SHPEI) is an innovative…

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Volatility Strategies

SummerHaven Insights: Commodity Volatility Strategies

The presence of insurance premia in equity markets is widely…

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Private Equity Replication

SummerHaven Insights: Private Equity Replication Strategies

Can a strategy based on public securities match the performance…

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Commodity Futures

SummerHaven Insights: Commodity Futures Strategies

An introduction to the features and characteristics of diversified commodity…

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Whitepaper

Overview: SummerHaven Commodity VRP Index

An overview of risk premia in commodity futures markets.

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Volatility Strategies

Persistent and uncorrelated returns

A broadly-diversified strategy for harvesting commodity volatility risk premia can…

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Private Equity Replication

A liquid alternative to private equity

Applying the portfolio selection criteria of PE firms to public…

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Commodity Futures

The 400 year-old alternative beta

Commodity futures have been traded since the late 1600’s in…

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Insight

Financial Times Interview: Gary Gorton and Geert Rouwenhorst

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Commodity Futures/Insight

SummerHaven Commodity VRP Program

The Volatility Risk Premium (VRP) is a term used to…

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Insight/Private Equity Replication

SummerHaven Private Equity Natural Resources Strategy Index (SHPEN)

The SummerHaven Private Equity Natural Resources Strategy Index (SHPEN) attempts…

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