Futures and forward contracts
- Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph TheoryPeter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science October 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
- The VIX Futures Basis: Determinants and ImplicationsGerald W. Buetow and Brian J. HendersonThe Journal of Portfolio Management January 2016, 42 (2) 119-130; DOI: https://doi.org/10.3905/jpm.2016.42.2.119
- Practical Applications of CTAs: Superior Performance or Diversification Only?Martin Florea, Stefan Florea, Iliya Kutsarov, Thomas Maier and Marcus StorrPractical Applications October 2018, 6 (2) 1-6; DOI: https://doi.org/10.3905/pa.6.2.292
- 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 - Are Small CTA Funds Better than Large Ones?
An Empirical AnalysisDaniele LamponiThe Journal of Wealth Management July 2014, 16 (2) 80-87; DOI: https://doi.org/10.3905/jwm.2013.16.2.080 - Equity ETFs versus Index Futures: A Comparison for Fully Funded InvestorsAnanth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan DuThe Journal of Index Investing August 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066
- Protecting the Downside of Trend When It Is Not Your FriendKun Yang, Edward Qian and Bryan BeltonThe Journal of Portfolio Management June 2019, 45 (5) 99-111; DOI: https://doi.org/10.3905/jpm.2019.1.087
- INVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment PhilosophiesDavid Blitz and Wilma de GrootThe Journal of Portfolio Management March 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007
- A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management February 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
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