The 'Roll Yield' Myth

SSRN Electronic Journal ◽

10.2139/ssrn.3011634 ◽

2017 ◽

Author(s):

Hendrik Bessembinder

Keyword(s):

Roll Yield

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The Role of Interest Rates and the Roll Yield

Trend Following with Managed Futures ◽

10.1002/9781118891018.ch6 ◽

2014 ◽

pp. 127-139

Keyword(s):

Interest Rates ◽

Roll Yield

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The “Roll Yield” Myth

Financial Analysts Journal ◽

10.2469/faj.v74.n2.5 ◽

2018 ◽

Vol 74 (2) ◽

pp. 41-53 ◽

Cited By ~ 4

Author(s):

Hendrik Bessembinder

Keyword(s):

Roll Yield

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Harvesting Commodity Curve Premiums Through Roll-Yield Differentials

The Journal of Alternative Investments ◽

10.3905/jai.2015.18.2.051 ◽

2015 ◽

Vol 18 (2) ◽

pp. 51-60 ◽

Cited By ~ 2

Author(s):

Mathieu Gomes

Keyword(s):

Roll Yield

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Crude Oil Futures Markets: Are the Benefits of 'Roll Yield' Real?

SSRN Electronic Journal ◽

10.2139/ssrn.2827754 ◽

2014 ◽

Author(s):

Hilary Till

Keyword(s):

Crude Oil ◽

Futures Markets ◽

Oil Futures ◽

Crude Oil Futures ◽

Roll Yield

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Term Structure and Roll Yield: Not Your Father’s Backwardation

SSRN Electronic Journal ◽

10.2139/ssrn.1609776 ◽

2010 ◽

Author(s):

Michael Mack Frankfurter ◽

Davide Accomazzo

Keyword(s):

Term Structure ◽

Roll Yield

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Spot Returns, Roll Yield, and Diversification with Commodity Futures

The Journal of Alternative Investments ◽

10.3905/jai.1998.407861 ◽

1998 ◽

Vol 1 (3) ◽

pp. 16-32 ◽

Cited By ~ 24

Author(s):

Mark J.P. Anson

Keyword(s):

Commodity Futures ◽

Roll Yield

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