Primary Article
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.
Robert R. Johnson
A senior vice president at the Association for Investment Management and Research in Charlottesville, VA.
Jeffrey M. Mercer
An associate professor of finance at Texas Tech University in Lubbock, TX.
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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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