selected publications

• academic article

  • ESG and Derivatives.  SSRN Electronic Journal.  2024
  • The Flipside of Financial Innovation: Why Contracts Fail.  SSRN Electronic Journal.  2024
  • The Commodity Futures Risk Premium: 1871 – 2018.  SSRN Electronic Journal.  2019
  • The First Commodity Futures Index of 1933.  SSRN Electronic Journal.  2019
  • On Commodity Price Limits.  SSRN Electronic Journal.  2017
  • Facts and Fantasies About Commodity Futures Ten Years Later.  SSRN Electronic Journal.  2015
  • Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors.  Review of Financial Studies.  27:3099-3132. 2014
  • Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of CTAs.  SSRN Electronic Journal.  2008

• blog posting

  • Investor Interest and the Returns to Commodity Investing.  SSRN Electronic Journal. 2016
  • Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors.  SSRN Electronic Journal. 2013