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Managed Futures Studies

The following reports, studies and white papers have been compiled to assist you in your research and understanding of the managed futures and alternative investment industry. All files are in the Adobe Acrobat PDF format, to download Adobe Reader click here

  • An Introduction to Managed Futures
    by Thomas M. Kellerhals, Colorado Commodities, 1996
  • Managed Futures--Portfolio Diversification Opportunities
    by The Chicago Board of Trade, 2003


  • Managed Futures as an Asset Class
    by Franklin R. Edwards and Jimmy Liew, Columbia University, 1998
  • Benefits of Managed Futures
    by Burak Cerrahoglu, University of Massachusetts, 2004
  • Trend Following: Performance, Risk and Correlation Characteristics
    by Michael S. Rulle, Graham Capital Management, 2003
  • Benefits of Commodity Investment
    by Iuliana Ismailescu, University of Massachusetts, 2004
  • Efficient Diversification: Managed Futures in Portfolios of Hedge Funds
    by David Harding, Georgia Nakou & Matthew Beddall, Winton Capital Management, 2003
  • Hedging Mutual Fund Returns Using Futures Markets and ETF's
    by Dulari Pancholi and Thomas Kunkel, University of Massachusetts, 2003
  • On the Performance of Alternative Investments: CTAs', Hedge Funds and Fund of Funds (working paper)
    by Bing Liang, University of Massachusetts, 2003
  • Statistics Used in the Qualification and Evaluation Process of Alternative Investments: CTAs', Hedge Funds and Fund of Funds
    by Managed Account Research Incorporated, 2003
  • We are always in search of articles, studies, links or information that our users may find helpful in their alternative investment research. If you have an article or study you would like to contribute to our site, please contact us


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