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Volumn 16, Issue 5, 1996, Pages 475-517

Do managed futures make good investments?

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EID: 0030501698     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199608)16:5<475::AID-FUT1>3.0.CO;2-D     Document Type: Article
Times cited : (37)

References (15)
  • 5
    • 0002909779 scopus 로고
    • Commodity Futures as a Hedge against Inflation
    • Spring
    • Bodie, Z. (1983, Spring): "Commodity Futures as a Hedge against Inflation," The Journal of Portfolio Management.
    • (1983) The Journal of Portfolio Management
    • Bodie, Z.1
  • 12
    • 0000436587 scopus 로고
    • Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis
    • Connor, G., and Korajczyk, R. (1986): "Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis, "Journal of Financial Economics, 15.
    • (1986) Journal of Financial Economics , vol.15
    • Connor, G.1    Korajczyk, R.2
  • 13
    • 84978554478 scopus 로고
    • Commodity Pool Performance: Is the Information Contained in Pool Prospectuses Useful?
    • October
    • Edwards, F., and Ma, C. (1988, October): "Commodity Pool Performance: Is the Information Contained in Pool Prospectuses Useful?" The Journal of Futures Markets, 589-616.
    • (1988) The Journal of Futures Markets , pp. 589-616
    • Edwards, F.1    Ma, C.2
  • 14
    • 8744298553 scopus 로고
    • The Minimum Number of Commodity Traders Needed for Diversification
    • Columbia Business School
    • Edwards, F., and Park, J. (1995a): "The Minimum Number of Commodity Traders Needed for Diversification," Center for the Study of Futures Markets Working Paper, Columbia Business School.
    • (1995) Center for the Study of Futures Markets Working Paper
    • Edwards, F.1    Park, J.2
  • 15
    • 0038119737 scopus 로고
    • Professionally Managed, Publicly Traded Commodity Funds
    • Elton, E., Gruber, M., and Rentzler, J. (1987): "Professionally Managed, Publicly Traded Commodity Funds," Journal of Business, 60(2).
    • (1987) Journal of Business , vol.60 , Issue.2
    • Elton, E.1    Gruber, M.2    Rentzler, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.