RT Journal Article SR Electronic T1 Naive and Optimal Diversification for Managed Futures JF The Journal of Alternative Investments FD Institutional Investor Journals SP 25 OP 39 DO 10.3905/jai.1998.407853 VO 1 IS 2 A1 Thomas Henker A1 George A. Martin YR 1998 UL https://pm-research.com/content/1/2/25.abstract AB