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Momentum in asset returns : are commodity returns a special case?
Schneeweis, Thomas; Kazemi, Hossein; Spurgin, Richard - In: The journal of alternative investments 10 (2007/08) 4, pp. 23-36
Persistent link: https://www.econbiz.de/10003720762
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Strategic allocation to commodity factor premiums
Blitz, David; Groot, Wilma de - In: The journal of alternative investments 17 (2014/15) 2, pp. 103-115
Persistent link: https://www.econbiz.de/10010467222
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Is this time different? : trend-following and financial crises
Hutchinson, Mark C.; O’Brien, John - In: The journal of alternative investments 17 (2014/15) 2, pp. 82-102
Persistent link: https://www.econbiz.de/10010467223
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Brief case studies on futures contract successes and failures
Till, Hilary - In: The journal of alternative investments 18 (2015/2016) 3, pp. 39-56
Persistent link: https://www.econbiz.de/10011428069
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The case for long-short commodity investing
Miffre, Joëlle; Fernandez-Perez, Adrian - In: The journal of alternative investments 18 (2015/2016) 1, pp. 92-104
Persistent link: https://www.econbiz.de/10011307946
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Spicing up a portfolio with commodity futures : still a good recipe?
Daigler, Robert T.; Dupoyet, Brice; You, Leyuan - In: The journal of alternative investments 19 (2017) 4, pp. 8-23
Persistent link: https://www.econbiz.de/10011673671
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Time-varying risk premiums and term premiums in commodity futures
Chaves, Denis B. - In: The journal of alternative investments 19 (2017) 4, pp. 39-52
Persistent link: https://www.econbiz.de/10011673677
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The optimal approach to futures contract roll in commodity portfolios
Mouakhar, Tammam; Roberge, Mathieu - In: The journal of alternative investments 12 (2009/10) 3, pp. 51-60
Persistent link: https://www.econbiz.de/10003938281
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Conditional correlation and volatility in commodity futures and traditional asset markets
Chong, James; Miffre, Joëlle - In: The journal of alternative investments 12 (2009/10) 3, pp. 61-75
Persistent link: https://www.econbiz.de/10003938283
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The performance of simple dynamic commodity strategies
Basu, Devraj; Miffre, Joëlle - In: The journal of alternative investments 16 (2013/14) 1, pp. 9-18
Persistent link: https://www.econbiz.de/10009782762