Futures and forward contracts
- Hedging High-Yield and Emerging Market Bond Tail Risk with VIX® FuturesBerlinda Liu and Hong XieThe Journal of Alternative Investments September 2019, 22 (2) 81-98; DOI: https://doi.org/10.3905/jai.2019.1.080
- Testing Futures Trading Strategy AssumptionsMark C. Hutchinson and John O’BrienThe Journal of Alternative Investments September 2019, 22 (2) 47-63; DOI: https://doi.org/10.3905/jai.2019.1.075
- The Impact of Performance Fees on Multi-Manager CTA PortfoliosKathryn Kaminski and Marat MolybogaThe Journal of Alternative Investments September 2019, 22 (2) 24-34; DOI: https://doi.org/10.3905/jai.2019.22.2.024
- Protecting the Downside of Trend When It Is Not Your FriendKun Yang, Edward Qian and Bryan BeltonThe Journal of Portfolio Management June 2019, 45 (5) 99-111; DOI: https://doi.org/10.3905/jpm.2019.1.087
- The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds RateJohn Burke and Andreas ChristofiThe Journal of Fixed Income March 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073
- Financial ETNs and Certificates on Nordic Power ContractsTarjei KristiansenThe Journal of Index Investing November 2018, 9 (3) 24-36; DOI: https://doi.org/10.3905/jii.2018.9.3.024
- The Collateral-Linked Currency Forward (CLCF) Contract: Blockchain-Enabled OTC Currency Forward Market InfrastructureWarren PenningtonThe Journal of Index Investing August 2018, 9 (2) 27-33; DOI: https://doi.org/10.3905/jii.2018.9.2.027
- Trading the VIX Futures Roll Using Exchange-Traded FundsDavid L. Buehler and Patrick J. CusatisThe Journal of Trading March 2018, 13 (2) 47-56; DOI: https://doi.org/10.3905/jot.2018.13.2.047
- An Energy Market Modeling Approach for Valuing Real OptionsMarliese Uhrig-Homburg and Nils UngerThe Journal of Derivatives August 2017, 25 (1) 71-86; DOI: https://doi.org/10.3905/jod.2017.25.1.071
- The Life Cycle of Dividend Futures and the Dividend Risk Premium: A Practitioner’s PerspectiveDaniele Lamponi and David LattoThe Journal of Wealth Management July 2017, 20 (2) 67-75; DOI: https://doi.org/10.3905/jwm.2017.20.2.067
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