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Select Information Sources (2012)Select Information SourcesTactical Asset Allocation and Commodity Futures (2002)Tactical Asset Allocation and…Fundamentals of Futures and Options Markets (2001)Fundamentals of Futures and O…Survivor bias in commodity trading advisor performance (1996)Survivor bias in commodity tr…Do managed futures make good investments? (1996)Do managed futures make good …Professionally Managed, Publicly Traded Commodity Funds (1987)Professionally Managed, Publi…Portfolio Selection: Efficient Diversification of Investments (1959)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Maximizing Utility with Commodity Futures Diversification (1999)Diversification benefits of commodity futures (2010)Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis (2012)Advances in Futures and Options Research (1994)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Hedge Funds versus Managed Futures as Asset Classes (1999)Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies (2000)Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios (2009)Asset returns and inflation (1977)The federal funds rate and the channels of monetary transmission (1989)Forecasting International Equity Correlations (1994)Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets (2009)On the diversification benefits of commodities from the perspective of euro investors (2012)Forecasting the price of gold using dynamic model averaging (2015)SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Modern Portfolio Theory and Investment Analysis. (1982)Hedge Fund and Commodity Fund Investments in Bull and Bear Markets (2001)Who Trades Futures and How: Evidence from the Heating Oil Futures Market (2002)The Tactical and Strategic Value of Commodity Futures (2005)The case for GDP-indexed bonds (2004)STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (2012)Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults (2016)
this work references cited by second hop

References

  • 2001Fundamentals of Futures and Options Markets292 cited
  • 1987Professionally Managed, Publicly Traded Commodity Funds147 cited
  • 2002Tactical Asset Allocation and Commodity Futures123 cited
  • 1996Survivor bias in commodity trading advisor performance96 cited
  • 1996Do managed futures make good investments?70 cited

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