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The “Roll Yield” Myth
Hendrik Bessembinder, Financial Analysts Journal/CFA Institute
February 2018
Commodities for the Long Run
Levine, Ooi, Richardson and Sasserville, Financial Analysts Journal/CFA Institute
December 2017
Commodities: Be Patient, We Expect it Will Get Better
SEI Investment Management Corporation
March 16, 2016
Facts and Fantasies about Commodity Futures Ten Years Later
Geetesh Bhardwaj, SummerHaven Investment Management
Gary Gorton, Yale School of Management; National Bureau of Economic Research (NBER)
K. Geert Rouwenhorst, Yale School of Management – International Center for Finance
May 25, 2015
Facts and Fantasies about Commodity Futures
Gary Gorton, The Wharton School, University of Pennsylvania and National Bureau of Economic Research
K. Geert Rouwenhorst, School of Management, Yale University
June 2004, This Draft: February 28, 2005
The Benefits of Commodity Investment
Iuliana Ismailescu, Isenberg School of Management, University of Massachusetts
March 2004
The Nature of Commodity Index Returns
Robert J. Greer, VP, Global Commodities Group, The Chase Manhattan Bank
Summer 2000
The Relationship Between Commodity Futures Trading and Physical Commodity Prices
Lecture given by Dr. Henry G. Jarecki
April 5th, 2011
The Tactical and Strategic Value of Commodity Futures
Claude B. Erb, Trust Company of the West
Campbell R. Harvey, Duke University
January 6, 2006
The Effect of Deflation or High Inflation on the Insurance Industry
Kevin C. Ahlgrim, Illinois State University
Stephen P. D’Arcy, University of Illinois
February 2012
Commodities as an Investment
Gerald R. Jensen, CFA, Board of Trustees and Professor of Finance, Northern Illinois University
Jeffrey M. Mercer, I. Wylie and Elizabeth Briscoe Chair in Finance, Rawls College of Business, Texas Tech University
February 2012
Strategic Asset Allocation and Commodities
Thomas M. Idzorek, CFA, Director of Research, Ibbostson Associates
March 27, 2006
Is Now the Time to Add Commodities to Your Portfolio?
C. Mitchell Conover, Ph.D., CFA, Associate Professor of Finance, The Robins School of Business, University of Richmond
Gerald R. Jensen, Ph.D., CFA, Professor of Finance, Northern Illinois University
Robert R. Johnson, Ph.D., CFA*, Senior Managing Director, CFA Institute
Jeffrey M. Mercer, Ph.D., Professor of Finance, Rawls College of Business, Texas Tech University
December 2009
Time to Wake Up: Days of Abundant Resources and Falling Prices Are Over Forever
Jeremy Grantham, GMO Quarterly Newsletter
April 2011
Glossary of Terms
Download the “Glossary of Futures Terms: An Introduction to the Language of the Futures Industry”. This information is provided by the NFA as a pamphlet that defines many of the terms used in the futures industry.
You can access this 28-page publication now by using the link below. You will need the Adobe Acrobat Reader to view this information. If you do not have this free helper application, you can download it here.
Source: National Futures Association; published here with permission. This publication is the property of National Futures Association.
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