Futures and forward contracts
- Backwardation and Commodity Futures PerformanceBarry Feldman and Hilary TillThe Journal of Alternative Investments December 2006, 9 (3) 24-39; DOI: https://doi.org/10.3905/jai.2006.670098
- Early Reporting Effects on Hedge Fund and CTA ReturnsThomas Schneeweis, Richard B Spurgin and Sol WaksmanThe Journal of Alternative Investments September 2006, 9 (2) 30-45; DOI: https://doi.org/10.3905/jai.2006.655935
- 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
- U.S. Stock Returns and VIX Futures CurveTodd Feldman, Alan Jung and Shengle LinThe Journal of Wealth Management July 2018, 21 (2) 107-117; DOI: https://doi.org/10.3905/jwm.2018.21.2.107
- 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
- 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
- Undesirable Outputs in Commodities Trading Advisers: A Data Envelopment Analysis ApproachGreg N. Gregoriou and Stephen C. HenryThe Journal of Wealth Management January 2015, 17 (4) 85-92; DOI: https://doi.org/10.3905/jwm.2015.17.4.085
- Trading the VIX Futures Roll Using Exchange-Traded FundsDavid L. Buehler and Patrick J. CusatisThe Journal of Trading March 2018, 13 (2) 47-56; DOI: https://doi.org/10.3905/jot.2018.13.2.047
- Editor’s LetterBrian R. BruceThe Journal of Trading March 2018, 13 (2) 1; DOI: https://doi.org/10.3905/jot.2018.13.2.001
- Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF MarketsA. Senol Oztekin, Suchismita Mishra, Pankaj K. Jain, Robert T. Daigler, Sascha Strobl and Richard D. HolowczakThe Journal of Trading March 2017, 12 (2) 59-72; DOI: https://doi.org/10.3905/jot.2017.12.2.059
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