Commodities
- Futures-Based Commodity ETFsIlan Guedj, Guohua Li and Craig McCannThe Journal of Index Investing May 2011, 2 (1) 14-24; DOI: https://doi.org/10.3905/jii.2011.2.1.014
- The Cross Section of Commodity Returns: A Nonparametric ApproachClemens Struck and Enoch ChengThe Journal of Financial Data Science July 2020, 2 (3) 86-103; DOI: https://doi.org/10.3905/jfds.2020.1.034
- Practical Applications of Testing Futures Trading Strategy AssumptionsMark C. Hutchinson and John O’BrienThe Journal of Alternative Investments July 2019, 22 (Supplement) 1-5; DOI: https://doi.org/10.3905/jai.22.s1.013
- Practical Applications of The Long and Short of Trend FollowersJoakim Agerback, Tor Gudmundsen-Sinclair and Jarkko PeltmäkiThe Journal of Alternative Investments July 2019, 22 (Supplement) 1-5; DOI: https://doi.org/10.3905/jai.22.s1.011
- Practical Applications of The Impact of Performance Fees on Multi-Manager CTA PortfoliosKathryn Kaminski and Marat MolybogaThe Journal of Alternative Investments July 2019, 22 (Supplement) 1-6; DOI: https://doi.org/10.3905/jai.22.s1.003
- Practical Applications of Value Investing for CommoditiesThijs Markwat, Jelmer Quist and Casper ZomerdijkThe Journal of Alternative Investments November 2020, 23 (Supplement1) 1-5; DOI: https://doi.org/10.3905/jai.23.s1.039
- The Ultimate Safe HavenMike NigroThe Journal of Alternative Investments December 2020, 23 (3) 10-13; DOI: https://doi.org/10.3905/jai.2020.1.119
- Value Investing for CommoditiesThijs Markwat, Jelmer Quist and Casper ZomerdijkThe Journal of Alternative Investments September 2020, 23 (2) 127-140; DOI: https://doi.org/10.3905/jai.2020.1.107
- Just a One-Trick Pony? An Analysis of CTA Risk and ReturnJason Foran, Mark C. Hutchinson, David F. McCarthy and John O’BrienThe Journal of Alternative Investments September 2017, 20 (2) 8-26; DOI: https://doi.org/10.3905/jai.2017.20.2.008
- Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical ApproachMarco Haase, Yvonne Seiler Zimmermann and Heinz ZimmermannThe Journal of Alternative Investments September 2017, 20 (2) 76-91; DOI: https://doi.org/10.3905/jai.2017.20.2.076
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (38)
- In Markets (189)
- In Portfolio Management (153)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (205)
- Factors, risk premia
- Factor-based models (474)
- Style investing (170)
- Other (55)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (583)
- Retirement (450)
- Social security (93)
- Pension funds (169)
- Other (56)
- Mutual funds/passive investing/indexing
- Mutual fund performance (248)
- Passive strategies (150)
- Other (319)
- Performance measurement
- Volatility measures (391)
- Performance measurement (1568)
- Portfolio management/multi-asset allocation
- Portfolio theory (683)
- Portfolio construction (1710)
- ESG investing (298)
- Manager selection (292)
- Other (292)
- Quantitative methods
- Statistical methods (1276)
- Simulations (287)
- Quantitative methods (427)
- Real assets/alternative investments/private equity
- Real estate (214)
- Commodities (183)
- Other real assets (96)
- Currency (155)
- Private equity (718)
- Risk management
- Credit risk management (285)
- Tail risks (147)
- Risk management (814)
- Security analysis and valuation
- Technical analysis (116)