@article{bibcite_286,
  author = {John Mulvey and Shiv Kaul and Koray Simsek},
  title = {Evaluating a trend-following commodity index for multi-period asset allocation},
  year = {2004},
  journal = {The Journal of Alternative Investments},
  volume = {7},
  number = {1},
  pages = {54{\textendash}69},
  publisher = {Institutional Investor Journals Umbrella},
}