Baghai-Wadji , Ramin;El-Berry , Rami;Klocker, Stefan; Schwaiger, Markus S.
Changing Investment Styles - Style Creep and Style Gaming in the Hedge Fund Industry
2006, Social Science Research Network Electronic Library

Baghai-Wadji, Ramin; El-Berry, Rami; Klocker, Stefan; Schwaiger, Markus S.
Changing Investment Styles - Style Creep and Style Gaming in the Hedge Fund Industry
2006, Social Science Research Network Electronic Library

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

Brunel, Jean L. P.
A First Cut Evaluation of the Impact of Industry Cash Flows on Hedge Fund Alpha
2005, Journal of Wealth Management, Volume 7, Number 4, pp. 58-66

Capital Market Inc.
Hedge Fund Survey: Risk Management Overview
2000, Journal of Alternative Investments, Volume 3, Number 2, pp. 7 - 19

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

Chung, Sam; Rosenberg, Mark; Tomeo, James F.
Hedge Fund of Fund Allocations using a Convergent and Divergent Strategy Approach
2004, Journal of Alternative Investments, Volume 7, Number 1, pp. 44-53

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

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

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

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

Gregoriou, Greg N.; Rouah, Fabrice; Sedzro, Komlan
Nonnstationarity Tests of Managed Futures
2002, Journal of Wealth Management, Volume 5, Number 2, pp. 54 - 58

Ineichen, Alexander M.
European Hedge Funds
2004, Journal of Portfolio Management, Volume Summer

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

Karavas, Vassilios N.
Alternative Investments in the Institutional Portfolio
2000, Journal of Alternative Investments, Volume 3, Number 3, pp. 11 - 26

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

Kat, Harry M.
Integrating Hedge Funds into the Traditional Portfolio
2005, Journal of Wealth Management, Volume 7, Number 4, pp. 51-58

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

Lee, David K.C.; Lwi, Steven; Phoon, Kok Fai
An equitable structure for hedge fund incentive fees.
2004, Journal of Investing, Volume 13, Number 3, pp. 31-43

Licis, Kristaps
Hedge Fund and Managed Futures Information on the Web
1999, Journal of Alternative Investments, Volume 2, Number 3, pp. 88-89

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

Mulvey, John M; Kaul, Shiv Siddhant N.; Simsek, Koray D.
Evaluating a Trend-Following Commodity Index for Multi-period Asset Allocation
2004, Journal of Alternative Investments, Volume 7, Number 1, pp. 54-69

Robert I. Webb
Price Shocks and the Performance of Managed Futures Funds
2008, Journal of Trading, Volume Spring

Rzepczynski, Mark S.
Market Vision and Investment Styles: Convergent Versus Divergent Trading
1999, Journal of Alternative Investments, Volume 2, Number 3, pp. 77-82

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

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

Waksman, Sol
Commodity Trading Advisor Survey: Adding Equities to a Managed Futures Portfolio
2000, Journal of Alternative Investments, Volume 3, Number 2, pp. 43 - 44

Waksman, Sol
Case Study: Barclay Futures Index (BFI) as a Benchmark
2000, Journal of Alternative Investments, Volume 3, Number 3, pp. 63-67