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Futures and forward contracts

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  • CTAs: Superior Performance or Diversification Only?
    Martin Florea, Stefan Florea, Iliya Kutsarov, Thomas Maier and Marcus Storr
    The Journal of Wealth Management January 2018, 20 (4) 65-84; DOI: https://doi.org/10.3905/jwm.2018.20.4.065
  • The Life Cycle of Dividend Futures and the Dividend Risk Premium: A Practitioner’s Perspective
    Daniele Lamponi and David Latto
    The Journal of Wealth Management July 2017, 20 (2) 67-75; DOI: https://doi.org/10.3905/jwm.2017.20.2.067
  • What Are the Sources of Return for CTAs and Commodity Indexes? A Brief Survey of Relevant Research
    Hilary Till
    The Journal of Wealth Management January 2016, 18 (4) 108-123; DOI: https://doi.org/10.3905/jwm.2016.18.4.108
  • Investment Strategies of Constructing FTSE 100 Index
    Funds with Exchange-Traded Derivative Instruments
    Sylwia E. Starnawska
    The Journal of Index Investing November 2010, 1 (3) 24-38; DOI: https://doi.org/10.3905/jii.2010.1.3.024
  • Accept No Substitutes: Why Natural Resource Stocks
    Are a Bad Way to Get Commodity Exposure
    Timothy Atwill
    The Journal of Wealth Management January 2012, 14 (4) 87-92; DOI: https://doi.org/10.3905/jwm.2012.14.4.087
  • Assessing Managed Futures as an Inflation Hedge
    within a Multi-Asset Framework
    John Twomey, Jason Foran and Conor Brosnan
    The Journal of Wealth Management October 2011, 14 (3) 33-43; DOI: https://doi.org/10.3905/jwm.2011.14.3.033
  • The Liquidity Hierarchy in the US Treasury Cash and Futures Market
    Lee Baker, Lihong McPhail and Bruce Tuckman
    The Journal of Fixed Income June 2020, 30 (1) 90-99; DOI: https://doi.org/10.3905/jfi.2020.1.091
  • The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds Rate
    John Burke and Andreas Christofi
    The Journal of Fixed Income March 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073
  • Embedded Options in Treasury Bond Futures Prices: New Evidence
    Ren-Raw Chen, Hann-Shing Ju and Shih-Kuo Yeh
    The Journal of Fixed Income June 2009, 19 (1) 82-95; DOI: https://doi.org/10.3905/JFI.2009.19.1.082
  • Predicting Short-Term Eurodollar Futures
    Choong Tze Chua, Krishna Ramaswamy and Robert A Stine
    The Journal of Fixed Income March 2009, 18 (4) 47-61; DOI: https://doi.org/10.3905/JFI.2009.18.4.047

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