Futures and forward contracts
- INVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment PhilosophiesDavid Blitz and Wilma de GrootThe Journal of Portfolio Management March 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007
- A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management February 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
- Volatility ETFs and ETNsBerlinda Liu and Srikant DashThe Journal of Trading December 2011, 7 (1) 43-48; DOI: https://doi.org/10.3905/jot.2012.7.1.043
- Editor’s LetterBrian R. BruceThe Journal of Trading December 2011, 7 (1) 1; DOI: https://doi.org/10.3905/jot.2012.7.1.001
- The VIX Futures Basis: Evidence and Trading StrategiesDavid P. Simon and Jim CampasanoThe Journal of Derivatives February 2014, 21 (3) 54-69; DOI: https://doi.org/10.3905/jod.2014.21.3.054
- The FTSE StableRisk IndicesJeremiah H. Chafkin, Andrew W. Lo and Robert W. SinnottThe Journal of Index Investing August 2011, 2 (2) 12-35; DOI: https://doi.org/10.3905/jii.2011.2.2.012
- 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
- 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
- VIX Christmas EffectTodd Feldman and Alan JungThe Journal of Alternative Investments September 2017, 20 (2) 65-75; DOI: https://doi.org/10.3905/jai.2017.20.2.065
- 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
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