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Do managed futures make good investments?
14 references·10 citing·27 second hop
Do managed futures make good investments? (1996)Do managed futures make good investments?Stocks, bonds, bills, and inflation yearbook (1993)Stocks, bonds, bills, and inf…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984 (1989)Efficiency With Costly Inform…Real estate, futures, and gold as portfolio assets (1987)Real estate, futures, and gol…Professionally Managed, Publicly Traded Commodity Funds (1987)Professionally Managed, Publi…Performance Measurement with The ArbitragePricing TheoryA New Framework for Analysis (1986)Performance Measurement with …Risk and Return in Commodity Futures (1980)Risk and Return in Commodity …AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE (1978)AMBIGUITY WHEN PERFORMANCE IS…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformancePortfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Select Information Sources (2012)Select Information SourcesFutures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis (2012)Futures Basis, Inventory and …Diversification benefits of commodity futures (2010)Diversification benefits of c…Diversification benefits and persistence of US-based global bond funds (2006)Diversification benefits and …The Answer to your Dreams? (2005)The Answer to your Dreams?Why do experienced hedge fund managers have lower returns (2003)Why do experienced hedge fund…Maximizing Utility with Commodity Futures Diversification (1999)Maximizing Utility with Commo…Managed commodity funds (1999)Managed commodity fundsSpot Returns, Roll Yield, and Diversification with Commodity Futures (1998)Spot Returns, Roll Yield, and…A dynamic index for managed currencies funds using CME currency contracts (1998)A dynamic index for managed c…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Mutual fund performance and seemingly unrelated assets (2002)Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)On the Impossibility of Informationally Efficient Markets (1980)Investor flows and the assessed performance of open-end mutual funds (1999)Short-Term Persistence in Mutual Fund Performance (2004)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Behavior of Stock-Market Prices (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Structure and Performance of the Money Management Industry (1992)Survivor Bias and Mutual Fund Performance (1996)Global Capital and National Governments (2001)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Tactical allocation in commodity futures markets: Combining momentum and term structure signals (2010)Should investors include commodities in their portfolios after all? New evidence (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1989Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984633 cited
  • 1978AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE439 cited
  • 1980Risk and Return in Commodity Futures416 cited
  • 1993Stocks, bonds, bills, and inflation yearbook379 cited
  • 1986Performance Measurement with The ArbitragePricing TheoryA New Framework for Analysis215 cited
  • 1987Professionally Managed, Publicly Traded Commodity Funds147 cited
  • 1987Real estate, futures, and gold as portfolio assets79 cited

Cited by

  • 2010Diversification benefits of commodity futures109 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2012Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis81 cited
  • 1999Maximizing Utility with Commodity Futures Diversification67 cited
  • 1998A dynamic index for managed currencies funds using CME currency contracts58 cited
  • 1998Spot Returns, Roll Yield, and Diversification with Commodity Futures46 cited
  • 1999Managed commodity funds44 cited
  • 2006Diversification benefits and persistence of US-based global bond funds41 cited
  • 2003Why do experienced hedge fund managers have lower returns35 cited
  • 2005The Answer to your Dreams?20 cited
  • 2012Select Information Sources1 cited