Futures and forward contracts
- 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
- The Different Faces of Volatility Exposure in Portfolio ManagementJoanne M. HillThe Journal of Alternative Investments December 2012, 15 (3) 9-31; DOI: https://doi.org/10.3905/jai.2012.15.3.009
- Managed Futures Research: A Composite CTA Performance ReviewThomas Schneeweis, Richard Spurgin and Edward SzadoThe Journal of Alternative Investments December 2012, 15 (3) 32-61; DOI: https://doi.org/10.3905/jai.2012.15.3.032
- Practical Applications of The VIX Futures Basis: Determinants and ImplicationsGerald W. Buetow, Brian J. Henderson and Barbara J. MackPractical Applications April 2016, 3 (4) 1-4; DOI: https://doi.org/10.3905/pa.2016.3.4.157
- On Contango, Backwardation, and Seasonality in Index FuturesMohd Asraf Abd Wahab, Azhar Mohamad and Imtiaz SifatThe Journal of Private Equity February 2019, 22 (2) 69-82; DOI: https://doi.org/10.3905/jpe.2019.1.076
- 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
- The Long and Short of Trend FollowersJoakim Agerback, Tor Gudmundsen-Sinclair and Jarkko PeltomäkiThe Journal of Alternative Investments September 2019, 22 (2) 65-80; DOI: https://doi.org/10.3905/jai.2019.1.076
- 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
- Do Implicit Phenomena Matter? Evidence from China Stock Index FuturesMin-Yuh Day, Paoyu Huang, Yensen Ni and Yuhsin ChenThe Journal of Alternative Investments June 2018, 21 (1) 79-91; DOI: https://doi.org/10.3905/jai.2018.1.062
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