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Do managed futures make good investments?

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  • Franklin R. Edwards
  • James M. Park

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  • Franklin R. Edwards & James M. Park, 1996. "Do managed futures make good investments?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(5), pages 475-517, August.
    • Handle: RePEc:wly:jfutmk:v:16:y:1996:i:5:p:475-517
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    Cited by:

    1. Galvani, Valentina & Plourde, André, 2010. "Portfolio diversification in energy markets," Energy Economics, Elsevier, vol. 32(2), pages 257-268, March.
    2. P. Lequeux & E. Acar, 1998. "A dynamic index for managed currencies funds using CME currency contracts," The European Journal of Finance, Taylor & Francis Journals, vol. 4(4), pages 311-330.
    3. Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
    4. Jochen Güntner & Benjamin Karner, 2020. "Hedging with commodity futures and the end of normal Backwardation," Economics working papers 2020-21, Department of Economics, Johannes Kepler University Linz, Austria.
    5. Adam Zaremba, 2010. "Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 4(4), December.

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