Futures and forward contracts
- Can Chinese Stock Index Future and Spot Markets Influence Each Other’s Volatility? Evidence from Both Conditional Volatility and Realized VolatilityQiang Zhang and Shabbar JaffryThe Journal of Alternative Investments June 2015, 18 (1) 37-47; DOI: https://doi.org/10.3905/jai.2015.18.1.037
- Is This Time Different? Trend-Following and Financial
CrisesMark C. Hutchinson and John O’BrienThe Journal of Alternative Investments September 2014, 17 (2) 82-102; DOI: https://doi.org/10.3905/jai.2014.17.2.082 - Informed Trading and Price Discovery Around the ClockChan Wung Kim, Timothy T. Perry and Manjeet DhattThe Journal of Alternative Investments September 2014, 17 (2) 68-81; DOI: https://doi.org/10.3905/jai.2014.17.2.068
- CTA Performance Persistence: 1994–2010Marat Molyboga, Seungho Baek and John F.O. BilsonThe Journal of Alternative Investments March 2014, 16 (4) 61-70; DOI: https://doi.org/10.3905/jai.2014.16.4.061
- Send in the Clones? Hedge Fund Replication Using Futures ContractsNicolas P.B. Bollen and Gregg S. FisherThe Journal of Alternative Investments September 2013, 16 (2) 80-95; DOI: https://doi.org/10.3905/jai.2013.16.2.080
- Volatility Exchange-Traded Notes:
Curse or Cure?Carol Alexander and Dimitris KorovilasThe Journal of Alternative Investments September 2013, 16 (2) 52-70; DOI: https://doi.org/10.3905/jai.2013.16.2.052 - Scarcity, Risk Premiums, and the Pricing
of Commodity Futures: The Case of Crude Oil ContractsMarco Haase and Heinz ZimmermannThe Journal of Alternative Investments June 2013, 16 (1) 43-71; DOI: https://doi.org/10.3905/jai.2013.16.1.043 - Autocorrelation Effects on CTA and Equity
Risk MeasurementGalen Burghardt and Lianyan LiuThe Journal of Alternative Investments June 2013, 16 (1) 19-42; DOI: https://doi.org/10.3905/jai.2013.16.1.019 - 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
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (464)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (615)
- Retirement (484)
- Social security (101)
- Pension funds (175)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (330)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1825)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1821)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1364)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (221)
- Commodities (194)
- Other real assets (99)
- Currency (173)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (856)
- Security analysis and valuation
- Technical analysis (113)