Futures and forward contracts

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  • Investor Interest and the Returns to Commodity Investing
    Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
    The Journal of Portfolio Management April 2016, 42 (3) 44-55; DOI: https://doi.org/10.3905/jpm.2016.42.3.044
  • Invited Editorial Comment
    Peter Niculescu
    The Journal of Portfolio Management April 2012, 38 (3) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.3.004
  • Volatility ETFs and ETNs
    Berlinda Liu and Srikant Dash
    The Journal of Trading December 2011, 7 (1) 43-48; DOI: https://doi.org/10.3905/jot.2012.7.1.043
  • Editor’s Letter
    Brian R. Bruce
    The Journal of Trading December 2011, 7 (1) 1; DOI: https://doi.org/10.3905/jot.2012.7.1.001
  • The VIX Futures Basis: Evidence and Trading Strategies
    David P. Simon and Jim Campasano
    The Journal of Derivatives February 2014, 21 (3) 54-69; DOI: https://doi.org/10.3905/jod.2014.21.3.054
  • The FTSE StableRisk Indices
    Jeremiah H. Chafkin, Andrew W. Lo and Robert W. Sinnott
    The Journal of Index Investing August 2011, 2 (2) 12-35; DOI: https://doi.org/10.3905/jii.2011.2.2.012
  • Futures-Based Commodity ETFs
    Ilan Guedj, Guohua Li and Craig McCann
    The Journal of Index Investing May 2011, 2 (1) 14-24; DOI: https://doi.org/10.3905/jii.2011.2.1.014
  • Just a One-Trick Pony? An Analysis of CTA Risk and Return
    Jason Foran, Mark C. Hutchinson, David F. McCarthy and John O’Brien
    The Journal of Alternative Investments September 2017, 20 (2) 8-26; DOI: https://doi.org/10.3905/jai.2017.20.2.008
  • VIX Christmas Effect
    Todd Feldman and Alan Jung
    The Journal of Alternative Investments September 2017, 20 (2) 65-75; DOI: https://doi.org/10.3905/jai.2017.20.2.065
  • Momentum and Risk Adjustment
    Martin Dudler, Bruno Gmür and Semyon Malamud
    The Journal of Alternative Investments September 2015, 18 (2) 91-103; DOI: https://doi.org/10.3905/jai.2015.18.2.091

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