Time Variation in the Benefits of Managed Futures

Gerald R. Jensen; Robert R. Johnson; Jeffrey M. Mercer

doi:10.3905/jai.2003.319071

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Time Variation in the Benefits of Managed Futures

Gerald R. Jensen, Robert R. Johnson and Jeffrey M. Mercer

The Journal of Alternative Investments Spring 2003, 5 (4) 41-50; DOI: https://doi.org/10.3905/jai.2003.319071

Gerald R. Jensen

A professor of finance at Northern Illinois University in DeKalb, IL.

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For correspondence: gjensen@niu.edu

Robert R. Johnson

A senior vice president at the Association for Investment Management and Research in Charlottesville, VA.

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For correspondence: bob.johnson@aimr.org

Jeffrey M. Mercer

An associate professor of finance at Texas Tech University in Lubbock, TX.

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For correspondence: jmercer@ba.ttu.edu

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Time Variation in the Benefits of Managed Futures

Gerald R. Jensen, Robert R. Johnson, Jeffrey M. Mercer

The Journal of Alternative Investments Mar 2003, 5 (4) 41-50; DOI: 10.3905/jai.2003.319071

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Time Variation in the Benefits of Managed Futures

Gerald R. Jensen, Robert R. Johnson, Jeffrey M. Mercer

The Journal of Alternative Investments Mar 2003, 5 (4) 41-50; DOI: 10.3905/jai.2003.319071

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