Comparisons of commodity and managed futures benchmark indexes

Journal of Derivatives

Volumn 4, Issue 4, 1997, Pages 33-50

  Schneeweis, Thomas ^a   Spurgin, Richard ^b  

^a UNIVERSITY OF MASSACHUSETTS   (United States)

^b CLARK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85012125533     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1997.407977     Document Type: Article

References (7)

1. "Commodity Futures as an Asset Class." Report by Powers Research Associates, New York Stock Exchange, January 1990. "
2. Elton, E.J., M.J. Graber, and J. Rentzler. "The Performance of Publicly Offered Commodity Funds." In C.C. Peters, ed., Managed Futures. Chicago: Probus Publishing, 1992, pp. 387-401.
3. Irwin, S., T. Krukemyer, and CR. Zulauf. "Are Public Commodity Pools a Good Investment?" In C.C. Peters, ed., Managed Futures. Chicago: Probus Publishing, 1992, pp. 405-433.
4. Lukac, Louis, B.W. Brorsen, and S.H. Irwin. "Similarity of Computer Guided Technical Trading Systems." Journal of Futures Markets, February 1988, pp. 1-14.
5. "Managed Accounts Reports." New York, March 19961
6. Reilly, F., G.W. Kao, and D. Wright. "Alternative Bond Market Indexes." Financial Analysts Journal, May-June 1992, pp. 44-58.
7. Schneeweis, T. "The Benefits of Managed Futures." European Managed Futures Association, 1996.