Futures and forward contracts
- CTAs: Superior Performance or Diversification Only?Martin Florea, Stefan Florea, Iliya Kutsarov, Thomas Maier and Marcus StorrThe 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 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
- 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
- Investment Strategies of Constructing FTSE 100 Index
Funds with Exchange-Traded Derivative InstrumentsSylwia E. StarnawskaThe 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 ExposureTimothy AtwillThe 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 FrameworkJohn Twomey, Jason Foran and Conor BrosnanThe 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 MarketLee Baker, Lihong McPhail and Bruce TuckmanThe 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 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
- Embedded Options in Treasury Bond Futures Prices: New EvidenceRen-Raw Chen, Hann-Shing Ju and Shih-Kuo YehThe 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 FuturesChoong Tze Chua, Krishna Ramaswamy and Robert A StineThe 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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