Commodity Futures

The Fundamentals of Commodity Futures Returns

co-authored with Fumio Hayashi and Geert Rouwenhorst, Review of Finance, 2012, Pages 1-71

Facts and Fantasies about Commodity Futures

co-authored with Geert Rouwenhorst, Financial Analysts Journal, Volume 62, No. 2 (Mar. – Apr., 2006), Pages 47-68

Fooling Some of the People All of the Time The Inefficient Performance and Persistence of Commodity Trading Advisors

c0-authored with Geetesh Bhardwaj and Geert Rouwenhorst, The Review of Financial Studies, Volume 27, Issue 11, November 2014, Pages 3099–3132