Efficient use of commodity futures in diversified portfolios

Journal of Futures Markets

Volumn 20, Issue 5, 2000, Pages 489-506

  Jensen, Gerald R ^a   Johnson, Robert R ^b   Mercer, Jeffrey M ^a  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

^b AIMR   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034402612     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(200005)20:5<489::AID-FUT5>3.0.CO;2-A     Document Type: Article

References (27)

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