Reik H. Boerger; Alvaro Cartea; Ruediger Kiesel; Gero Schindlmayr
A Multivariate Commodity Analysis and Applications to Risk Management
2007, Social Science Research Network Electronic Library

Abanomey, Walid S.; Mathur, Ike
The Hedging Benefits of Commodity Futures in International Portfolio Diversification
1999, Journal of Alternative Investments, Volume 2, Number 3, pp. 51 - 62

Akey, Rian P.
Alpha, Beta and Commodities: Can a Commodities Investment Be Both a High Risk-Adjusted Return Source, and a Portfolio Hedge?
2006, Journal of Wealth Management, Volume Fall

Akey, Rian R.
Commodities: A Case for Active Management
2005, Journal of Alternative Investments

Anson, Mark J.P.
Maximizing Utility with Commodity Futures Diversification
1999, Journal of Portfolio Management, Volume 25, Number 4, pp. 86-94

Bahram Adrangi;Arjun Chatrath
Do Commodity Traders Herd?
2008, Financial Review, Volume 43, Number 3

Basso, Tom; Harris, Jerry
Systematic Commodity Trading Advisor Strategies
2000, Journal of Alternative Investments, Volume 2, Number 4, pp. 70 - 81

Beckers, Stan
Investment Implications of a Single European Capital market
1999, Journal of Portfolio Management, Volume 25, Number 3, pp. 9-17

Bell, Sally H.; Dubofsky, David A.
Currency Price Risk Hedging and Speculation in a Random Walk Market
2002, Journal of Investing, Volume 11, Number 1, pp. 69 - 73

Bessembinder H.; Lemmon M.L.
Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
2002, Journal of Finance, Volume 57, Number 3, pp. 1347-1382

Bjornson, B.; Carter, C.
New Evidence on Agricultural Commodity Return Performance under Time-Varying Risk
1997, American Journal of Agricultural Economics

Brorsen, Wade B; Townsend, John P
Performance Persistence for Managed Futures
2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 57 - 61

Brown J. Stephen; William N. Goetzmann; Park, James
Conditions for Survival: Changing Risk and the Performance for Hedge Fund Managers and CTAs
2001, Working Paper-Yale University

Brown, Stephen J.; Goetzmann, William N.; Park, James
Careers and Survival: Competition and Risks in the Hedge Fund and CTA Industry
2001, Journal of Finance, Volume 56, Number 5, pp. 1869-1886

Caglayan, Mustafa Onur; Edwards, Franklin R.
Hedge Fund and Commodity Fund Investments in Bull and Bear Markets
2001, Journal of Portfolio Management, Volume 27, Number 4, pp. 97 - 108

Camp, Kathryn Page
A Brief Overview of the Commodity Futures Modernization Act of 2000
2001, Derivatives Quarterly, Volume 7, Number 3, pp. 9 - 14

Carmen M. Reinhart, Kenneth Rogoff
This Time is Different: A Panoramic View of Eight Centuries of Financial Crises
2008, Social Science Research Network Electronic Library

Cerrahoglu, B.; Mukherjee, B.
Benefits of Commodity Investments
2003, CISDM

Cerrahoglu, B.; Pancholi, D.
The Benefits of Managed Futures
2003, CISDM

Chung, Sam Y.
The Risks and Rewards of Investing in Commodity-Based Indices
2000, Journal of Alternative Investments, Volume 3, Number 1, pp. 32-44

Colin A. Carter, Sandeep Mohapatra
How Reliable are Hog Futures as Forecasts?
2008, Social Science Research Network Electronic Library

Dehn J.
Private investment in developing countries: the effects of commodity shocks and uncertainty
2000, University of Oxford

Diz, Fernando
CTA Survivor and Nonsurvivor: An Analysis of Relative Performance
1999, Journal of Alternative Investments, Volume 2, Number 1, pp. 57 - 71

Diz, Fernando
How Do CTAs' return Distribution Characteristics Affect Their Likelihood of Survival?
1999, Journal of Alternative Investments, Volume 2, Number 2, pp. 37-41

Don M. Chance
Competition and Innovation in U.S. Futures Markets
2008, Journal of Alternative Investments, Volume Summer

Dutt, Hans R.; Fenton, John; Smith, Jonathan D.; Wang, G. H. K.
Crop year influences and variability of the agricultural futures spreads
1997, Journal of Futures Markets

Edwards, Franklin R.; Caglayan, Mustafa Onur
Hedge Fund and Commodity Fund Investments in Bull and Bear Markets
2001, Journal of Portfolio Management

Edwards, Franklin R.; Liew, Jimmy
Managed Commodity Funds
1999, Journal of Futures Markets

Edwards, Franklin R.; Liew, Jimmy
Hedge Funds versus Managed Futures as Asset Classes
1999, Journal of Derivatives, Volume 6, Number 4, pp. 45 - 64

Elena Medova, Ke Tang, M. A. H. Dempster
Long and Short Term Jumps in Commodity Futures Prices
2008, Social Science Research Network Electronic Library

Elton, E.; Gruber, M.; Rentzler, J.
Professionally Managed, Publicly Traded Commodity Funds
1987, Journal of Business

Erb, Claude B.; Harvey, Campbell R
The Strategic and Tactical Value of Commodity Futures
2006, Financial Analysts Journal, Volume 62, Number 2

Fama, E., French, K.
Commodity Future Prices: Some Evidence of Forecast Power, Premiums, and the Theory of Storage
1987, Journal of Business

Fama, E., French, K.
Business Cycles and The Behavior of Metals Prices
1988, Journal of Finance, Volume 43, Number 5, pp. 1075

Feldman, Barry; Till, Hilary
Backwardation and Commodity Futures Performance: Evidence from Evolving Agricultural Markets
2006, Journal of Alternative Investments, Volume Winter

Fung, William; Hsieh, David A.
Survivorship Bias and Investment Style in the Returns of CTAs
1997, Journal of Portfolio Management, Volume 24, Number 1, pp. 30

Gary Gorton;Fumio Hayashi;K. Geert Rouwenhorst
The Fundamentals of Commodity Futures Returns
2007, Social Science Research Network Electronic Library

Geman, Helyette
The Bermuda Triangle: Weather, Electricity, and Insurance Derivatives
2000, Journal of Alternative Investments, Volume 3, Number 1, pp. 61-69

Giamouridis, Daniel G.; Tamvakis, Michael N.
The Relation Between Return and Volatility in the Commodity Markets
2001, Journal of Alternative Investments, Volume 4, Number 1, pp. 54 - 62

Gorton, Gary; Rouwenhorst, K. Geert
Facts and Fantasies about Commodity Futures
2006, Financial Analysts Journal, Volume 62, Number 2

Greer, Robert J.
The Nature of Commodity Index Returns
2000, Journal of Alternative Investments, Volume 3, Number 1, pp. 45 - 52

Gregoriou, Greg N
Nonstationarity Tests of Managed Futures
2002, Journal of Wealth Management, Volume 4, Number 4, pp. 33

Gregoriou, Greg N.; Rouah, Fabrice
Random Walk Behavior of CTA Returns
2003, Journal of Alternative Investments, Volume 6, Number 1, pp. 51-56

Gregoriou, Greg N.; Rouah, Fabrice
Performance of the Largest CTAs in Negative S&P 500 Months and Extreme Market Events
2004, Journal of Wealth Management, Volume 7, Number 1, pp. 44-47

Hall, Joyce A.; Brorsen, Wade; Irwin, Scott H.
The distribution of futures prices: A test of the stable Paretian and mixture of normals hypothesis
1989, Journal of Financial and Quantitative Analysis, Volume 24, Number 1, pp. 105

Helyette Geman; Alois Kanyinda
Water as the Next Commodity
2007, Journal of Alternative Investments, Volume Fall

Hilary Till
Amaranth Lessons Thus Far
2008, Journal of Alternative Investments, Volume Spring

Hillier, David; Draper, Paul; Faff, Robert
Do Precious Metals Shine? An Investment Perspective
2006, Financial Analysts Journal, Volume 62, Number 2

Hong H.
A Model of Returns and Trading in Futures Markets
2000, Journal of Finance, Volume 55, Number 2, pp. 959-988

Huang, Tao
Optimize Currency Carry Trades
2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 36-43

Irwin, Scott H.; Yoshimaru, Satoko
Managed futures, positive feedback trading, and futures price volatility
1999, Journal of Futures Markets

Jensen, Gerald R.; Johnson, Robert R.
The Diversification Benefits of Commodities and Real Estate in Alternative Monetary Conditions
2001, Journal of Alternative Investments, Volume 3, Number 4, pp. 53 - 61

Jensen, Gerald R.; Johnson, Robert R.; Mercer, Jeffery M.
Efficient use of commodity futures in diversified portfolios
2000, Journal of Futures Markets

Jensen, Gerald R.; Mercer, Jeffrey M.; Johnson, Robert R.
Tactical Asset Allocation and Commodity Futures
2002, Journal of Portfolio Management, Volume 28, Number 4, pp. 100-111

Jensen, Gerald R.; Mercer, Jeffrey M.; Johnson, Robert R.
Time Variation in the Benefits of Managed Futures
2003, Journal of Alternative Investments, Volume 5, Number 4, pp. 41-50

Johnson, Philip Mcbride
Assessing the CFTC's "New Regulatory Framework"
2000, Derivatives Quarterly, Volume 6, Number 4, pp. 23 - 31

Johnson, Philip Mcbride
The Commodity Futures Modernization Act of 2000
2001, Derivatives Quarterly, Volume 7, Number 3, pp. 15 - 16

Kaplan P.D.; Lummer S.
GSCI Collateralized Futures as a Hedging and Diversification Tool for Institutional Portfolios: an Update
1997, Ibbotson Associates

Karagolu, Ahmet K.; Bali, Turan G.
Implementation of the BDT Model with Different Volatility Estimators: Applications to Eurodollar Futures Option
1999, Journal of Fixed Income, Volume 8, Number 4, pp. 24-34

Kat H.
Managed Futures and Hedge Funds: A Match Made in Heaven
2002, City University

Kat, Harry
How to Evaluate A New Diversifier with 10 Simple Questions
2007, Journal of Wealth Management, Volume Spring

Kim, M. K.; Leuthold, R.M.
The distributional behavior of futures price spread changes: Parametric and nonparametric tests for gold, T-bonds, corn, and live cattle
1997, OFOR working paper

King, David
Case Study: The LMEX Contract Creation
2000, Journal of Alternative Investments, Volume 3, Number 1, pp. 53-60

Krytsou, Catherine; Labys, Walter; Terreza, Michael
Heterogeneity and Chaotic Dynamics in Commodity Markets
2001, University of Montpellier

Lekkos, Ilias
Distributional Properties of Spot and Forward Interest Rates; USD, DEM, GBP, and JPY
1999, Journal of Fixed Income, Volume 8, Number 4, pp. 35-54

Licis, Kristaps
ForEx Trade on Internet
2000, Journal of Alternative Investments, Volume 3, Number 3, pp. 73-75

Litzenberger R., Rabinowitz N.
Backwardation in Oil Futures Markets: Theory and Empirical Evidence
1995, Journal of Finance, Volume 50, Number 5, pp. 1517

Loeys, Jan; Panigirtzoglou, Nikolaos
Are Alternatives the Next Bubble?
2006, Journal of Alternative Investments, Volume Winter, pp. 54 - 76

Louis Ederington; Jae Ha Lee
Who trades futures and how: evidence from the heating oil futures market
2002, 100 Women in Hedge Funds, Volume 75, Number 2, pp. 353

Ludwig B. Chincarini
Natural Gas Futures and Spread Position Risk: Lessons from the Collapse of Amaranth Advisors L.L.C.
2008, Social Science Research Network Electronic Library

Ludwig Chincarini
The Amaranth Debacle: A Failure of Risk Measures or a Failure of Risk Management
2007, Journal of Alternative Investments, Volume Winter

Moller, Thomas W.
Insights Into the Recent Performance of Managed Futures
2000, Journal of Alternative Investments, Volume 3, Number 3, pp. 53 - 62

Moller, Thomas W.
Portable Alpha: Managed Futures as a Source of Excess Return
2001, Journal of Alternative Investments, Volume 4, Number 3, pp. 59 - 68

Mussavian, Massoud
When Should Investors Trade in the European Futures Markets?
2002, Journal of Alternative Investments, Volume 5, Number 1, pp. 43-54

Partnoy, Frank
ISDA, NASD, CFMA, and SDNY: The Four Horsemen of Derivatives Regulation?
2002, Social Science Research Network Electronic Library

Rendleman, Jr., Richard J.
Duration-Based Hedging with Treasury Bond Futures
1999, Journal of Fixed Income, Volume 9, Number 1, pp. 84-91

Richter, Martin Christian; Sorensen, Carsten
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
2002, Social Science Research Network Electronic Library

Rosa M. Abrantes-Metz and Sumanth Addanki
Is the Market Being Fooled? An Error-Based Screen for Manipulation
2007, Social Science Research Network Electronic Library

Rosenzweig, Kenneth M.
The Commodity Futures Modernization Act of 200
2001, 100 Women in Hedge Funds, Volume 1, Number 4, pp. 43-46

Routledge B.R.; Seppi D.J.; Spatt C.S.
Equilibrium Forward Curves for Commodities
2000, Journal of Finance, Volume 55, Number 3, pp. 1339

Saqib A. Khan, Zeigham Khoker, Timothy T. Simin
Expected Commodity Futures Returns
2008, Social Science Research Network Electronic Library

Schneeweis T.; Spurgin R.
Managed Futures and Hedge Fund Investment for Downside Equity Risk Management
1996, Derivatives Quarterly

Schneeweis T.; Spurgin R.
Comparisons of Commodity and Managed Futures Benchmark Indexes
1997, Journal of Derivatives

Schneeweis T.; Spurgin R.
The Benefits of the LMEX Index for Active Trading
2000, CISDM

Schneeweis T.; Spurgin R.
The LMEX and Asset Allocation: the Economic Foundations for Investment into Base Metals.
2000, CISDM

Schneeweis T.; Spurgin R.; Georgiev, Georgi
Benchmarking Commodity Trading Advisor Performance with a Passive Futures-Based Index
2001, CISDM

Schneeweis, Thomas Spurgin, Richard Gupta, Bhaswar
Timely Execution: Evidence From Physicals Futures Markets
2006, Journal of Trading, Volume Summer

Schneeweis, Thomas Spurgin, Richard Waksman, Sol
Early Reporting Effects on Hedge Fund and CTA Returns
2006, Journal of Alternative Investments, Volume Fall

Schneeweis,T.; Spurgin, R.; D. McCarthy
Informational Content in Historical CTA Performance
1997, Journal of Futures Markets

Spurgin, Richard
A Study of Survival: Commodity Trading Advisors, 1988-1996
1999, Journal of Alternative Investments, Volume 2, Number 3, pp. 16-22

Spurgin, Richard ; Schneeweis, Thomas
The Investment Benefits of the LMEX Index
2000, Journal of Alternative Investments, Volume 3, Number 1, pp. 21-31

Spurgin, Richard B.
A Benchmark for Commodity Trading Advisor Performance
1999, Journal of Alternative Investments, Volume 2, Number 1, pp. 11 - 21

Stutzer, Michael ; Chowdhury, Muinul
A Simple Non-Parametric Approach to Bond Futures Option Pricing
1999, Journal of Fixed Income, Volume 8, Number 4, pp. 67-76

Telser L.G.
Futures Trading and the Storage of Cotton and Wheat
1958, Journal of Political Economy

Thomas Schneeweis; Hossein B. Kazemi; Richard Spurgin
Momentum in Asset Returns: Are Commodity Returns a Special Case?
2008, Journal of Alternative Investments, Volume Spring

Till, Hilary
Passive Strategies in the Commodity Futures Markets
2000, Derivatives Quarterly, Volume 7, Number 1, pp. 49 - 54

Till, Hilary
Risk Management Lessons in Leveraged Commodity Futures Trading
2002, Commodities Now, Volume September

Till, Hilary
Taking Full Advantage of the Statistical Properties of Commodity Investments
2001, Journal of Alternative Investments, Volume 4, Number 1, pp. 63 - 66

Till, Hilary
EDHEC Comments on the Amaranth Case: Early Lessons from the Debacle
2006, Edhec Publications

Till, Hilary; Tomasso, John D.
Active "Commodities-Based" Investing
2000, Journal of Alternative Investments, Volume 3, Number 1, pp. 70 - 80