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Hedge funds versus managed futures as asset classes

Edwards, Franklin R.; Liew, Jimmy - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 45-64

Persistent link: https://www.econbiz.de/10001432452

Managed commodity funds

Edwards, Franklin R.; Liew, Jimmy - In: The journal of futures markets 19 (1999) 4, pp. 377-411

Persistent link: https://www.econbiz.de/10001378163

Hedge Funds versus Managed Futures as Asset Classes

Edwards, Franklin R.; Liew, Jimmy - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 45-64

Persistent link: https://www.econbiz.de/10007338973

Managed Commodity Funds

Edwards, Franklin R.; Liew, Jimmy - In: The journal of futures markets 19 (1999) 4, pp. 377-412

Persistent link: https://www.econbiz.de/10007340386

Managed commodity funds

Edwards, Franklin R.; Liew, Jimmy - In: Journal of Futures Markets 19 (1999) 4, pp. 377-411

The performance of managed commodity fund investments during the years l982 through 1996 is examined, both as stand‐alone investments and as assets in diversified stock and bond portfolios. Nine stylized commodity fund investments are examined: randomly‐selected, single‐CTAs, pool, and...

Persistent link: https://www.econbiz.de/10011196873