TY - JOUR T1 - Naive and Optimal Diversification for Managed Futures JF - The Journal of Alternative Investments SP - 25 LP - 39 DO - 10.3905/jai.1998.407853 VL - 1 IS - 2 AU - Thomas Henker AU - George A. Martin Y1 - 1998/09/30 UR - https://pm-research.com/content/1/2/25.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -