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Rajkumar Janardanan

SummerHaven Investment Management

Soundview Plaza,

1266 East Main Street

Stamford, CT 06902

United States

  • SummerHaven Investment Management

SCHOLARLY PAPERS

6

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2,399

TOTAL CITATIONS

1

Scholarly Papers (6)

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1.

An Index of Commodity Futures Returns Since 1871

Number of pages: 22 Posted: 11 Mar 2026 Last Revised: 16 Mar 2026
Rajkumar Janardanan, Xiao Qiao and K. Geert Rouwenhorst
SummerHaven Investment Management, City University of Hong Kong (CityU) and Yale School of Management - International Center for Finance
Downloads 1,259 (41,226)

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2.

On Commodity Price Limits

Journal of Futures Markets, Forthcoming
Number of pages: 30 Posted: 27 Nov 2017 Last Revised: 12 Jul 2019
Rajkumar Janardanan, Xiao Qiao and K. Geert Rouwenhorst
SummerHaven Investment Management, City University of Hong Kong (CityU) and Yale School of Management - International Center for Finance
Downloads 370 (200,118)

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Commodity Futures, Price Limits, Speculation, Commodity Options, Circuit Breakers, Speculative Trading

3.

The First Commodity Futures Index of 1933

Number of pages: 23 Posted: 20 Sep 2019 Last Revised: 25 Jun 2021
Geetesh Bhardwaj, Rajkumar Janardanan and K. Geert Rouwenhorst
Capula Investment Management, SummerHaven Investment Management and Yale School of Management - International Center for Finance
Downloads 336 (222,746)
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Commodity Futures, Risk Premium, Indexation, Index Investing, Survivorship, Backtesting

4.

ESG and Derivatives

Financial Analysts Journal, 2024, 80(3): 5-16. DOI: 10.1080/0015198X.2024.2359902, Financial Analysts Journal, 2024, 80(3): 5-16. DOI: 10.1080/0015198X.2024.2359902
Number of pages: 26 Posted: 08 Feb 2024 Last Revised: 02 Aug 2024
Rajkumar Janardanan, Xiao Qiao and K. Geert Rouwenhorst
SummerHaven Investment Management, City University of Hong Kong (CityU) and Yale School of Management - International Center for Finance
Downloads 270 (282,737)

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derivatives, futures, ESG, sustainable investing, hedging, governance

5.

The Flipside of Financial Innovation: Why Contracts Fail*

Number of pages: 66 Posted: 16 Mar 2024
Rajkumar Janardanan, Xiao Qiao and K. Geert Rouwenhorst
SummerHaven Investment Management, City University of Hong Kong (CityU) and Yale School of Management - International Center for Finance
Downloads 164 (459,428)

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Financial Innovation, Futures Markets, Hazard Models, Survival, Commodities, Competition, Risk Premium

6.

The Commodity Futures Risk Premium: 1871–2018

Posted: 20 Sep 2019 Last Revised: 19 Mar 2026
Geetesh Bhardwaj, Rajkumar Janardanan and K. Geert Rouwenhorst
Capula Investment Management, SummerHaven Investment Management and Yale School of Management - International Center for Finance

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Commodity Futures, Commodity Risk Premium, Survival, Contract Failure, Momentum, Backwardation, Commodity Factors, Long-term data