@article {Anson16, author = {Mark J.P. Anson}, title = {Spot Returns, Roll Yield, and Diversification with Commodity Futures}, volume = {1}, number = {3}, pages = {16--32}, year = {1998}, doi = {10.3905/jai.1998.407861}, publisher = {Institutional Investor Journals Umbrella}, issn = {1520-3255}, URL = {https://jai.pm-research.com/content/1/3/16}, eprint = {https://jai.pm-research.com/content/1/3/16.full.pdf}, journal = {The Journal of Alternative Investments} }