PT - JOURNAL ARTICLE AU - Thomas Henker AU - George A. Martin TI - Naive and Optimal Diversification for Managed Futures AID - 10.3905/jai.1998.407853 DP - 1998 Sep 30 TA - The Journal of Alternative Investments PG - 25--39 VI - 1 IP - 2 4099 - https://pm-research.com/content/1/2/25.short 4100 - https://pm-research.com/content/1/2/25.full