@article {Jaeger73, author = {Lars Jaeger and Pietro Cittadini and Michel Jacquemai}, title = {Case Study}, volume = {5}, number = {1}, pages = {73--80}, year = {2002}, doi = {10.3905/jai.2002.319046}, publisher = {Institutional Investor Journals Umbrella}, abstract = {A passive investment strategy in futures markets is presented, which is based on the economic function investors in futures markets provide to commercial hedgers: risk transfer. The risk-return characteristics of the strategy are discussed, and the enhancement through inclusion of the index in a traditional portfolio is presented.}, issn = {1520-3255}, URL = {https://jai.pm-research.com/content/5/1/73}, eprint = {https://jai.pm-research.com/content/5/1/73.full.pdf}, journal = {The Journal of Alternative Investments} }