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Volumn 19, Issue 4, 1999, Pages 377-411

Managed commodity funds

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EID: 0033459777     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199906)19:4<377::AID-FUT1>3.0.CO;2-3     Document Type: Article
Times cited : (23)

References (21)
  • 3
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    • Benefits and limitations of diversification among commodity trading advisors
    • fall
    • Billingsley, R. S., & Chance, D. (1996). Benefits and limitations of diversification among commodity trading advisors. The Journal of Portfolio Management, fall.
    • (1996) The Journal of Portfolio Management
    • Billingsley, R.S.1    Chance, D.2
  • 5
    • 8744278300 scopus 로고
    • More put their faith in futures
    • 21 March
    • Burr, B. B. (1994). More put their faith in futures. Pensions and Investments, 21 March.
    • (1994) Pensions and Investments
    • Burr, B.B.1
  • 6
    • 84978554478 scopus 로고
    • Commodity pool performance: Is the information contained in pool prospectuses useful?
    • Edwards, F., & Ma, C. (1988). Commodity pool performance: Is the information contained in pool prospectuses useful? The Journal of Futures Markets, 8, (5).
    • (1988) The Journal of Futures Markets , vol.8 , Issue.5
    • Edwards, F.1    Ma, C.2
  • 8
    • 0038119737 scopus 로고
    • Professionally managed, publicly traded commodity funds
    • Elton, E., Gruber, M., & Rentzier, 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    Rentzier, J.3
  • 11
    • 0031627052 scopus 로고    scopus 로고
    • Survivorship bias and investment style in the returns of CTAS
    • fall
    • Fung, W., & Hsieh, D. A. (1997). Survivorship bias and investment style in the returns of CTAS. The Journal of Portfolio Management, fall.
    • (1997) The Journal of Portfolio Management
    • Fung, W.1    Hsieh, D.A.2
  • 14
    • 85034545603 scopus 로고
    • The investment performance of public commodity pools over 1979-1989
    • Submitted and accepted for publication
    • Irwin, S., Krukmeyer, T., & Zulauf, C. (1992). The investment performance of public commodity pools over 1979-1989. Submitted to The Journal of Futures Markets, and accepted for publication.
    • (1992) The Journal of Futures Markets
    • Irwin, S.1    Krukmeyer, T.2    Zulauf, C.3
  • 15
    • 84871237885 scopus 로고
    • The potential role of managed commodity-financial futures accounts (and/ or funds) in portfolios of stocks and bonds
    • May, Toronto, Canada
    • Lintner, J. (1983). The potential role of managed commodity-financial futures accounts (and/ or funds) in portfolios of stocks and bonds. Presented at the Annual Conference of the Financial Analysts Federation, May, Toronto, Canada.
    • (1983) Annual Conference of the Financial Analysts Federation
    • Lintner, J.1
  • 17
    • 85034544385 scopus 로고
    • How to diversify portfolios of Euro-stocks and bonds with hedged U.S. managed futures
    • May, Geneva, Switzerland
    • Oberuc, R. (1990). How to diversify portfolios of Euro-stocks and bonds with hedged U.S. managed futures. First International Conference on Futures Money Management, May, Geneva, Switzerland.
    • (1990) First International Conference on Futures Money Management
    • Oberuc, R.1
  • 18
    • 85034547650 scopus 로고
    • John Lintner and the theory of portfolio management
    • revised 1987. February, Chicago, Illinois
    • Orr, A. (1985; revised 1987). John Lintner and the theory of portfolio management. Presented at the Sixth Annual Managed Accounts Reports Conference, February, Chicago, Illinois.
    • (1985) Sixth Annual Managed Accounts Reports Conference
    • Orr, A.1
  • 19
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    • New perspectives on portfolio risk management
    • January, Scottsdale, Arizona
    • Peters, C. (1989). New perspectives on portfolio risk management. Presented at the 10th Annual MAR Conference on Futures Money Management, January, Scottsdale, Arizona.
    • (1989) 10th Annual MAR Conference on Futures Money Management
    • Peters, C.1


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