| |
| Research Sources: |
| 1. |
Sesit, Michael R. ”Commodities
Enter Investment Mainstream: Pension Funds, Universities Jump Into
the Asset Class; High Returns, Low Risk”. 9 Sep 2004. Wall
Street Journal. |
| 2. |
Barclay Group, LTD. “Money Under Management
in Managed Futures”. 1 Mar 2006. |
| 3. |
Gorton, Gary (University of Pennsylvania) and
Rouwenhorst, K. Geert (Yale School of Management ). “Facts
and Fantasies About Commodity Futures”. June 14, 2004. Yale
ICF Working Paper No. 04-20. |
| 4. |
S&P Corp. and D.B. Stark & Company.
S&P 500 Index and Stark 300 Managed Futures Index Data. Dec 1981
to Dec 2005. Starkonline.com. |
| 5. |
Chicago Board of Trade (CBOT). “Managed
Futures Portfolio Diversification Opportunities”. 2005. |
| 6. |
The Center for International Securities and
Derivatives Markets (CISDM) of the University of Massachusetts Amherst. “The
Benefits of Managed Futures 2005 Update”. June 2005. |
| 7. |
Chicago Board of Trade (CBOT). “Trading
in Futures – An Introduction”. 2005. |