Calendar Spreads, Outright Futures Positions, and Risk

Ira G Kawaller; Paul D Koch; Ludan Liu

doi:10.3905/jai.2002.59

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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.

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For correspondence: kawaller@kawaller.com

Paul D Koch

Professor of Finance at the School of Business at the University of Kansas in Lawrence, KS.

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For correspondence: pkoch@ku.edu

Ludan Liu

Carroll E. Wallace School of Management at Boston College in Chestnut Hill, MA.

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For correspondence: ludan.liu@bc.edu

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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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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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