[{"data": {"name": "Calendar Spreads, Outright Futures Positions, and Risk", "@type": "ScholarlyArticle", "genre": "journal-article", "author": [{"name": "Ira G Kawaller", "@type": "Person"}, {"name": "Paul D Koch", "@type": "Person"}, {"name": "Ludan Liu", "@type": "Person"}], "@context": "http://schema.org/", "encoding": [{"@type": "MediaObject", "contentUrl": "http://www.cs.trinity.edu/~rjensen/readings/KawallerFutures.pdf", "encodingFormat": "application/pdf"}], "publisher": {"name": "Institutional Investor Journals", "@type": "Organization"}, "identifier": [{"@type": "PropertyValue", "value": "10.3905/jai.2002.59", "propertyID": "DOI"}, {"@type": "PropertyValue", "value": "CChS2PKpC2V69-CTAeSeNumb5Vr-CDef1cMVmKwdi-CRadgqdJ5Y4Qt", "propertyID": "ISCC"}], "datePublished": "2002-01-01"}, "schema": "schema.org", "mediatype": "application/ld+json"}]