Primary Article
Calendar Spreads, Outright Futures Positions, and Risk
Ira G Kawaller, Paul D Koch and Ludan Liu
The Journal of Alternative Investments Winter 2002, 5 (3) 59-74; DOI: https://doi.org/10.3905/jai.2002.59
Ira G Kawaller
President of Kawaller Co., LLC in Brooklyn, NY.
Paul D Koch
Professor of Finance at the School of Business at the University of Kansas in Lawrence, KS.
Ludan Liu
Carroll E. Wallace School of Management at Boston College in Chestnut Hill, MA.
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Calendar Spreads, Outright Futures Positions, and Risk
Ira G Kawaller, Paul D Koch, Ludan Liu
The Journal of Alternative Investments Dec 2002, 5 (3) 59-74; DOI: 10.3905/jai.2002.59
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