RT Journal Article
SR Electronic
T1 Case Study
JF The Journal of Alternative Investments
FD Institutional Investor Journals
SP 63
OP 67
DO 10.3905/jai.2000.318968
VO 3
IS 3
A1 Sol Waksman
YR 2000
UL https://pm-research.com/content/3/3/63.abstract
AB The BFI provides a useful benchmark to ready acceptance of managed futures investing by institutional investors. Unlike manager universe indexes, the BFI is investable. Unlike long-only commodity indexes, the BFI captures a return stream from commercial markets that can be explained in terms of the primary economic function of these markets, and the off-loading of unwanted price risk by commercial enterprises.