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The Journal of Investing

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Primary Article

Update

GSCI Collateralized Futures as a Hedging and Diversification Tool for Institutional Portfolios

Paul D. Kaplan and Scott L. Lummer
The Journal of Investing Winter 1998, 7 (4) 11-17; DOI: https://doi.org/10.3905/joi.1998.408472
Paul D. Kaplan
Vice president and chief economist at Ibbotson Associates in Chicago, Illinois.
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Scott L. Lummer
Chief investment officer at 401k Forum in San Francisco, California.
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The Journal of Investing
Vol. 7, Issue 4
Winter 1998
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Paul D. Kaplan, Scott L. Lummer
The Journal of Investing Nov 1998, 7 (4) 11-17; DOI: 10.3905/joi.1998.408472

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Update
Paul D. Kaplan, Scott L. Lummer
The Journal of Investing Nov 1998, 7 (4) 11-17; DOI: 10.3905/joi.1998.408472
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Cited By...

  • Properties of Long/Short Commodity Indices in Stock and Bond Portfolios
  • Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe?
  • Is Financialization Killing Commodity Investments?
  • Google Scholar

More in this TOC Section

  • Estimating the Risk of Guaranteed Products
  • Deep-Value Investing, Fundamental Risks, and the Margin of Safety
  • Black Swans and Market Timing
Show more Primary Article

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