{"id":156,"date":"2020-11-11T15:29:25","date_gmt":"2020-11-11T15:29:25","guid":{"rendered":"https:\/\/faculty.som.yale.edu\/garygorton\/?page_id=156"},"modified":"2020-12-17T19:40:51","modified_gmt":"2020-12-17T19:40:51","slug":"commodity-futures","status":"publish","type":"page","link":"https:\/\/faculty.som.yale.edu\/garygorton\/commodity-futures\/","title":{"rendered":"Commodity Futures"},"content":{"rendered":"<div class=\"wpb-content-wrapper\"><p>[vc_row][vc_column][vc_column_text]<\/p>\n<h4><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/20\/2020\/12\/The-Fundamentals-of-Commodity-Futures-Returns.pdf\">The Fundamentals of Commodity Futures Returns<\/a><\/h4>\n<p>co-authored with Fumio Hayashi and Geert Rouwenhorst, Review of Finance, 2012, Pages 1-71<\/p>\n<h4><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/20\/2020\/12\/Facts-and-Fantasies-about-Commodity-Futures.pdf\">Facts and Fantasies about Commodity Futures<\/a><\/h4>\n<p>co-authored with Geert Rouwenhorst, Financial Analysts Journal, Volume 62, No. 2 (Mar. &#8211; Apr., 2006), Pages 47-68<\/p>\n<h4><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/20\/2020\/12\/Fooling-Some-of-the-People-All-of-the-Time-The-Inefficient-Performance-and-Persistence-of-Commodity-Trading-Advisors.pdf\">Fooling Some of the People All of the Time The Inefficient Performance and Persistence of Commodity Trading Advisors<\/a><\/h4>\n<p>c0-authored with Geetesh Bhardwaj and Geert Rouwenhorst, The Review of Financial Studies, Volume 27, Issue 11, November 2014, Pages 3099\u20133132[\/vc_column_text][\/vc_column][\/vc_row]<\/p>\n<\/div>","protected":false},"excerpt":{"rendered":"<p>[vc_row][vc_column][vc_column_text] 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. &#8211; Apr., 2006), Pages 47-68 Fooling Some of the People All of the Time The Inefficient Performance [&hellip;]<\/p>\n","protected":false},"author":45,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"_genesis_hide_title":false,"_genesis_hide_breadcrumbs":false,"_genesis_hide_singular_image":false,"_genesis_hide_footer_widgets":false,"_genesis_custom_body_class":"","_genesis_custom_post_class":"","_genesis_layout":"","footnotes":""},"class_list":{"0":"post-156","1":"page","2":"type-page","3":"status-publish","5":"entry"},"_links":{"self":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages\/156","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/users\/45"}],"replies":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/comments?post=156"}],"version-history":[{"count":4,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages\/156\/revisions"}],"predecessor-version":[{"id":355,"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/pages\/156\/revisions\/355"}],"wp:attachment":[{"href":"https:\/\/faculty.som.yale.edu\/garygorton\/wp-json\/wp\/v2\/media?parent=156"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}