Futures and forward contracts
- Conditional Probabilistic Analysis of Trade Ticks in Currency Derivatives MarketsGaurav Raizada and S.V.D. Nageswara RaoThe Journal of Trading March 2017, 12 (2) 50-58; DOI: https://doi.org/10.3905/jot.2017.12.2.050
- Physical versus Futures-Based Replication: The Case of Commodity ETFsGerasimos G. RompotisThe Journal of Index Investing August 2016, 7 (2) 16-37; DOI: https://doi.org/10.3905/jii.2016.7.2.016
- A Liquid and Investable Benchmark Index for the Commodity Trading Advisor and Managed Futures IndustryTillmann Sachs and Robert L.K. TiongThe Journal of Index Investing February 2016, 6 (4) 30-70; DOI: https://doi.org/10.3905/jii.2016.6.4.030
- What Are the Sources of Return for CTAs and Commodity Indexes? A Brief Survey of Relevant ResearchHilary TillThe Journal of Wealth Management January 2016, 18 (4) 108-123; DOI: https://doi.org/10.3905/jwm.2016.18.4.108
- Analysis of Execution Methods in U.S. and European FuturesAistis Raudys and Skirmantė MatkėnaitėThe Journal of Trading December 2015, 11 (1) 38-52; DOI: https://doi.org/10.3905/jot.2016.11.1.038
- Momentum and Risk AdjustmentMartin Dudler, Bruno Gmür and Semyon MalamudThe Journal of Alternative Investments September 2015, 18 (2) 91-103; DOI: https://doi.org/10.3905/jai.2015.18.2.091
- Harvesting Commodity Curve Premiums Through Roll-Yield DifferentialsMathieu GomesThe Journal of Alternative Investments September 2015, 18 (2) 51-60; DOI: https://doi.org/10.3905/jai.2015.18.2.051
- Is Financialization Killing Commodity Investments?Adam ZarembaThe Journal of Alternative Investments June 2015, 18 (1) 66-91; DOI: https://doi.org/10.3905/jai.2015.18.1.066
- A Note on the Premiums and Discounts Embedded in VIX Futures PricesTravis L. Jones and Marcus T. AllenThe Journal of Investing May 2015, 24 (2) 69-73; DOI: https://doi.org/10.3905/joi.2015.24.2.069
- 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
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