Commodities
- The Benefits of a Precious-Metals BasketMcGlone MikeThe Journal of Index Investing November 2014, 5 (3) 94-97; DOI: https://doi.org/10.3905/jii.2014.5.3.094
- Indexing Covariation in Base-Metals PricesNilanjan Ghosh, Neha Sinha and Siddhant JhunjhunwalaThe Journal of Index Investing November 2014, 5 (3) 87-93; DOI: https://doi.org/10.3905/jii.2014.5.3.087
- Common Denominators in the Commodity Trading Advisor and Managed Futures Industry: A Survey ReportHui Yu Chen, Tillmann Sachs and Robert Lee Kong TiongThe Journal of Index Investing November 2014, 5 (3) 46-58; DOI: https://doi.org/10.3905/jii.2014.5.3.046
- Is This Time Different? Trend-Following and Financial
CrisesMark C. Hutchinson and John O’BrienThe Journal of Alternative Investments September 2014, 17 (2) 82-102; DOI: https://doi.org/10.3905/jai.2014.17.2.082 - Strategic Allocation to Commodity Factor PremiumsDavid Blitz and Wilma de GrootThe Journal of Alternative Investments September 2014, 17 (2) 103-115; DOI: https://doi.org/10.3905/jai.2014.17.2.103
- Market Microstructure of Precious Metal ETFsMichael J. Naylor, Udomsak Wongchoti and Hero IthThe Journal of Index Investing August 2014, 5 (2) 48-56; DOI: https://doi.org/10.3905/jii.2014.5.2.048
- Are Small CTA Funds Better than Large Ones?
An Empirical AnalysisDaniele LamponiThe Journal of Wealth Management July 2014, 16 (2) 80-87; DOI: https://doi.org/10.3905/jwm.2013.16.2.080 - Gold and Systemic RiskChih-Chieh (Jason) Chiu and Mitchell RatnerThe Journal of Alternative Investments June 2014, 17 (1) 79-86; DOI: https://doi.org/10.3905/jai.2014.17.1.079
- Covariance Patterns of the Commodity
and Equity Markets: A Recent SurpriseVichet SumThe Journal of Index Investing May 2014, 5 (1) 33-37; DOI: https://doi.org/10.3905/jii.2014.5.1.033 - Momentum’s Hidden Sensitivity to the
Starting DayPhilip Z. Maymin, Zakhar G. Maymin and Gregg S. FisherThe Journal of Investing May 2014, 23 (2) 114-123; DOI: https://doi.org/10.3905/joi.2014.23.2.114
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