On the public citation graph

The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios

https://doi.org/10.2139/ssrn.2496138
0 signed · 44 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1096-9934(200005)20:5<489::aid-fut5>3.0.co;2-aopenalex-extracted
Efficient use of commodity futures in diversified portfolios
inferredcites →https://doi.org/10.1002/fut.20252openalex-extracted
An examination of momentum strategies in commodity futures markets
inferredcites →https://doi.org/10.1016/j.intfin.2012.11.007openalex-extracted
Financialization, crisis and commodity correlation dynamics
inferredcites →https://doi.org/10.1016/j.jbankfin.2006.12.005openalex-extracted
Momentum strategies in commodity futures markets
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.02.022openalex-extracted
Should investors include commodities in their portfolios after all? New evidence
inferredcites →https://doi.org/10.1016/j.jbankfin.2012.05.003openalex-extracted
On the diversification benefits of commodities from the perspective of euro investors
inferredcites →https://doi.org/10.1016/j.jbankfin.2014.08.008openalex-extracted
Exploiting commodity momentum along the futures curves
inferredcites →https://doi.org/10.1016/j.jfineco.2011.11.003openalex-extracted
Time Series Momentum
inferredcites →https://doi.org/10.1016/s0378-4266(02)00271-6openalex-extracted
Conditional value-at-risk for general loss distributions
inferredcites →https://doi.org/10.1016/s0927-5398(01)00022-6openalex-extracted
Testing for mean-variance spanning: a survey
inferredcites →https://doi.org/10.1023/a:1020188410677openalex-extracted
The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets
inferredcites →https://doi.org/10.1086/261749openalex-extracted
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.1093/aepp/ppq032openalex-extracted
Index Funds, Financialization, and Commodity Futures Markets
inferredcites →https://doi.org/10.1093/rfs/5.4.637openalex-extracted
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
inferredcites →https://doi.org/10.1111/0022-1082.00182openalex-extracted
Can the Gains from International Diversification Be Achieved without Trading Abroad?
inferredcites →https://doi.org/10.1111/0022-1082.00253openalex-extracted
Hedging Pressure Effects in Futures Markets
inferredcites →https://doi.org/10.1111/0022-1082.00342openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.1111/j.1540-6261.1952.tb01525.xopenalex-extracted
PORTFOLIO SELECTION*
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb03917.xopenalex-extracted
Mean-Variance Spanning
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02709.xopenalex-extracted
Diversification, Integration and Emerging Market Closed‐End Funds
inferredcites →https://doi.org/10.1111/jofi.12021openalex-extracted
Value and Momentum Everywhere
inferredcites →https://doi.org/10.1287/mnsc.2013.1756openalex-extracted
Investor Flows and the 2008 Boom/Bust in Oil Prices
inferredcites →https://doi.org/10.1287/mnsc.37.5.519openalex-extracted
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
inferredcites →https://doi.org/10.21034/dp.29openalex-extracted
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.21314/jor.2000.038openalex-extracted
Optimization of conditional value-at-risk
inferredcites →https://doi.org/10.2139/ssrn.1127213openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1280802openalex-extracted
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach
inferredcites →https://doi.org/10.2139/ssrn.166840openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.2139/ssrn.1793449openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1990828openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.267256openalex-extracted
inferredcites →https://doi.org/10.2307/1912775openalex-extracted
Large Sample Properties of Generalized Method of Moments Estimators
inferredcites →https://doi.org/10.2307/2329224openalex-extracted
Diversification, Integration and Emerging Market Closed-End Funds
inferredcites →https://doi.org/10.2469/faj.v62.n2.4083openalex-extracted
Facts and Fantasies about Commodity Futures
inferredcites →https://doi.org/10.2469/faj.v62.n2.4084openalex-extracted
The Strategic and Tactical Value of Commodity Futures
inferredcites →https://doi.org/10.2469/faj.v68.n6.5openalex-extracted
Index Investment and the Financialization of Commodities
inferredcites →https://doi.org/10.3905/jai.2010.12.3.076openalex-extracted
Commodities and Equities: Ever a “Market of One”?
inferredcites →https://doi.org/10.3905/joi.2010.19.3.010openalex-extracted
Is Now the Time to Add Commodities to Your Portfolio?
inferredcites →https://doi.org/10.1016/j.jbankfin.2010.04.009openalex-snapshot
Tactical allocation in commodity futures markets: Combining momentum and term structure signals
inferredcites →https://doi.org/10.1016/j.jeconom.2012.05.007openalex-snapshot
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
inferredcites →https://doi.org/10.1093/rfs/hhu091openalex-snapshot
New Evidence on the Financialization of Commodity Markets
inferredcites →https://doi.org/10.1093/rof/rfs019openalex-snapshot
The Fundamentals of Commodity Futures Returns
inferredcites →https://doi.org/10.1142/9789814566926_0002openalex-snapshot
Proof that Properly Anticipated Prices Fluctuate Randomly
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.