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The Australian Water Entitlements market exhibits several interesting statistical characteristics

  • Rory Hills
  • Mar 2, 2021
  • 1 min read

Updated: Mar 5, 2021

Leaving aside an excellent long term fundamental story of declining rainfall and increased demand for agricultural production, the Australian Water Entitlements market exhibits several statistical characteristics which we believe make it a very interesting portfolio diversifier: zero correlation to other asset classes, single digit downside deviation, and positive skew.



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