---- Acknowledgements ----
The views and opinions expressed in this article are those of the authors only, and do not necessarily represent the views and opinions of AlphaSimplex Group, MIT, Northwestern University, any of their affiliates and employees, or the National Bureau of Economic Research. The authors make no representations or warranty, either expressed or implied, as to the accuracy or completeness of the information contained in this article, nor are they recommending that this article serve as the basis for any investment decision---this article is for information purposes only. Research support from AlphaSimplex Group and the MIT Laboratory for Financial Engineering is gratefully acknowledged. We thank Henry Cohn, Sanjiv Das, Arnout Eikeboom, Leonid Kogan, Tri-Dung Nguyen, and participants of the JOIM Fall 2008 Conference and the MIT Finance Lunch for helpful comments and discussions.