Futures and forward contracts
- Protection Potential of Commodity Hedge FundsPierre Jeanneret, Pierre Monnin and Stefan ScholzThe Journal of Alternative Investments December 2010, 13 (3) 43-52; DOI: https://doi.org/10.3905/jai.2011.13.3.043
- Stock Market and Agricultural Futures Diversification: An International PerspectiveK. SmimouThe Journal of Alternative Investments March 2010, 12 (4) 36-57; DOI: https://doi.org/10.3905/JAI.2010.12.4.036
- Volatility Exposure of CTA Programs and Other Hedge Fund StrategiesMarc H Malek and Sergei DobrovolskyThe Journal of Alternative Investments March 2009, 11 (4) 68-89; DOI: https://doi.org/10.3905/JAI.2009.11.4.068
- The Optimal Approach to Futures Contract Roll in Commodity PortfoliosTammam Mouakhar and Mathieu RobergeThe Journal of Alternative Investments December 2009, 12 (3) 51-60; DOI: https://doi.org/10.3905/JAI.2010.12.3.051
- Conditional Correlation and Volatility in Commodity
Futures and Traditional Asset MarketsJames Chong and Joëlle MiffreThe Journal of Alternative Investments December 2009, 12 (3) 061-075; DOI: https://doi.org/10.3905/JAI.2010.12.3.061 - VIX Futures and options: A Case Study of Portfolio Diversification During the 2008 Financial CrisisEdward SzadoThe Journal of Alternative Investments September 2009, 12 (2) 68-85; DOI: https://doi.org/10.3905/JAI.2009.12.2.068
- Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation HypothesisMarcus Nossman and Anders WilhelmssonThe Journal of Alternative Investments September 2009, 12 (2) 54-67; DOI: https://doi.org/10.3905/JAI.2009.12.2.054
- Competition and Innovation in U.S. Futures MarketsDon M. ChanceThe Journal of Alternative Investments June 2008, 11 (1) 97-109; DOI: https://doi.org/10.3905/jai.2008.708852
- Impact of Fund Size and Fund Flows on Hedge Fund PerformanceManuel Ammann and Patrick MoerthThe Journal of Alternative Investments June 2008, 11 (1) 78-96; DOI: https://doi.org/10.3905/jai.2008.708851
- Hedge Funds, Volatility, and Liquidity Provision in Energy Futures MarketsMichael S. Haigh, Jana Hranaiova and James A. OverdahlThe Journal of Alternative Investments March 2007, 9 (4) 10-38; DOI: https://doi.org/10.3905/jai.2007.682734
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