-
1
-
-
0006928550
-
Hedging and joint production, theory and illustrations
-
Anderson R.W., Danthine J.P. Hedging and joint production, theory and illustrations. Journal of Finance. 35(2):1980;487-489.
-
(1980)
Journal of Finance
, vol.35
, Issue.2
, pp. 487-489
-
-
Anderson, R.W.1
Danthine, J.P.2
-
3
-
-
0042532728
-
Portfolio diversification, futures markets and uncertain consumption prices
-
Berck P., Cecchetti S.G. Portfolio diversification, futures markets and uncertain consumption prices. American Journal of Agricultural Economics. 64(3):1985;497-507.
-
(1985)
American Journal of Agricultural Economics
, vol.64
, Issue.3
, pp. 497-507
-
-
Berck, P.1
Cecchetti, S.G.2
-
4
-
-
38249005568
-
Consistency of mean-variance analysis and expected utility analysis
-
Bigelow J.P. Consistency of mean-variance analysis and expected utility analysis. Economics Letters. 43(2):1993;187-192.
-
(1993)
Economics Letters
, vol.43
, Issue.2
, pp. 187-192
-
-
Bigelow, J.P.1
-
6
-
-
0038851310
-
The sampling error in estimates of mean-variance efficient portfolio weights
-
Britten-Jones M. The sampling error in estimates of mean-variance efficient portfolio weights. Journal of Finance. 54(2):1999;655-671.
-
(1999)
Journal of Finance
, vol.54
, Issue.2
, pp. 655-671
-
-
Britten-Jones, M.1
-
7
-
-
0042032024
-
Optimal futures hedge with marketing-to-market and stochastic interest rates
-
Chang C.W., Chang J.S.K., Fang H. Optimal futures hedge with marketing-to-market and stochastic interest rates. Journal of Financial Research. 19(3):1996;309-326.
-
(1996)
Journal of Financial Research
, vol.19
, Issue.3
, pp. 309-326
-
-
Chang, C.W.1
Chang, J.S.K.2
Fang, H.3
-
8
-
-
0000040160
-
Risk aversion and price risk in duality models of production: A linear mean-variance approach
-
Coyle B.T. Risk aversion and price risk in duality models of production: a linear mean-variance approach. American Journal of Agricultural Economics. 74(4):1992;849-859.
-
(1992)
American Journal of Agricultural Economics
, vol.74
, Issue.4
, pp. 849-859
-
-
Coyle, B.T.1
-
9
-
-
21144483438
-
The role of liquidity in futures market innovations
-
Cuny C.J. The role of liquidity in futures market innovations. Review of Financial Studies. 6(1):1993;57-78.
-
(1993)
Review of Financial Studies
, vol.6
, Issue.1
, pp. 57-78
-
-
Cuny, C.J.1
-
10
-
-
8744296703
-
Optimal innovation of futures contracts
-
Duffie D., Jackson M. Optimal innovation of futures contracts. Review of Financial Studies. 2(3):1989;275-296.
-
(1989)
Review of Financial Studies
, vol.2
, Issue.3
, pp. 275-296
-
-
Duffie, D.1
Jackson, M.2
-
11
-
-
84977354474
-
The hedging performance of the new futures markets
-
Ederington L.H. The hedging performance of the new futures markets. Journal of Finance. 34(1):1979;157-170.
-
(1979)
Journal of Finance
, vol.34
, Issue.1
, pp. 157-170
-
-
Ederington, L.H.1
-
12
-
-
0000611948
-
Multi-product hedging: Theory, estimation, and an application
-
Fackler P.L., McNew K.P. Multi-product hedging: theory, estimation, and an application. Review of Agricultural Economics. 15(3):1993;521-535.
-
(1993)
Review of Agricultural Economics
, vol.15
, Issue.3
, pp. 521-535
-
-
Fackler, P.L.1
McNew, K.P.2
-
13
-
-
0032398989
-
Are regression approach futures hedge ratio stationary?
-
Ferguson R., Dean L. Are regression approach futures hedge ratio stationary? Journal of Futures Markets. 18(7):1998;851-866.
-
(1998)
Journal of Futures Markets
, vol.18
, Issue.7
, pp. 851-866
-
-
Ferguson, R.1
Dean, L.2
-
14
-
-
0007335284
-
Margins and the safety of clearing houses
-
Gemmill G. Margins and the safety of clearing houses. Journal of Banking and Finance. 18(5):1994;979-996.
-
(1994)
Journal of Banking and Finance
, vol.18
, Issue.5
, pp. 979-996
-
-
Gemmill, G.1
-
15
-
-
38249008643
-
Price volatility and margin requirements in foreign exchange futures markets
-
Goldberg L.G., Hachey G.A. Price volatility and margin requirements in foreign exchange futures markets. Journal of International Money and Finance. 11(4):1992;328-329.
-
(1992)
Journal of International Money and Finance
, vol.11
, Issue.4
, pp. 328-329
-
-
Goldberg, L.G.1
Hachey, G.A.2
-
16
-
-
0042532727
-
Why does futures trading succeed or fail: An analysis of selected commodities
-
A.E. Peck. Chicago: Chicago Board of Trade
-
Gray R.W. Why does futures trading succeed or fail: an analysis of selected commodities. Peck A.E. Readings in Futures Markets. 1987;235-248 Chicago Board of Trade, Chicago.
-
(1987)
Readings in Futures Markets
, pp. 235-248
-
-
Gray, R.W.1
-
17
-
-
84978565229
-
A new measure to compare the hedging effectiveness of foreign currency futures versus options
-
Hsin C.-W., Kuo J., Lee C.-F. A new measure to compare the hedging effectiveness of foreign currency futures versus options. Journal of Futures Markets. 14(6):1994;685-707.
-
(1994)
Journal of Futures Markets
, vol.14
, Issue.6
, pp. 685-707
-
-
Hsin, C.-W.1
Kuo, J.2
Lee, C.-F.3
-
18
-
-
84979339948
-
Issues in futures markets: A survey
-
Kamara A. Issues in futures markets: a survey. Journal of Futures Markets. 2(3):1982;261-294.
-
(1982)
Journal of Futures Markets
, vol.2
, Issue.3
, pp. 261-294
-
-
Kamara, A.1
-
19
-
-
38249001600
-
Futures and options markets: Their new role in Eastern Europe
-
Kilcollin T.E., Frankel M.E.S. Futures and options markets: their new role in Eastern Europe. Journal of Banking and Finance. 17(5):1993;869-881.
-
(1993)
Journal of Banking and Finance
, vol.17
, Issue.5
, pp. 869-881
-
-
Kilcollin, T.E.1
Frankel, M.E.S.2
-
20
-
-
84959825687
-
Futures hedging under price, basis, and production risk
-
Lapan H., Moschini G. Futures hedging under price, basis, and production risk. American Journal of Agricultural Economics. 76(3):1994;465-477.
-
(1994)
American Journal of Agricultural Economics
, vol.76
, Issue.3
, pp. 465-477
-
-
Lapan, H.1
Moschini, G.2
-
21
-
-
0000907091
-
Financial innovation and the management and regulation of financial institutions
-
Merton R.C. Financial innovation and the management and regulation of financial institutions. Journal of Banking and Finance. 19(3-4):1995;461-481.
-
(1995)
Journal of Banking and Finance
, vol.19
, Issue.34
, pp. 461-481
-
-
Merton, R.C.1
-
22
-
-
0002221141
-
Sufficient conditions for expected utility to imply mean-standard deviation rankings: Empirical evidence concerning the location and scale condition
-
Meyer J., Rasche R.H. Sufficient conditions for expected utility to imply mean-standard deviation rankings: empirical evidence concerning the location and scale condition. The Economic Journal. 102(410):1992;91-106.
-
(1992)
The Economic Journal
, vol.102
, Issue.410
, pp. 91-106
-
-
Meyer, J.1
Rasche, R.H.2
-
24
-
-
0031516257
-
Hedging efficiency: A futures exchange management approach
-
Pennings J.M.E., Meulenberg M.T.G. Hedging efficiency: a futures exchange management approach. Journal of Futures Markets. 17(5):1997;599-615.
-
(1997)
Journal of Futures Markets
, vol.17
, Issue.5
, pp. 599-615
-
-
Pennings, J.M.E.1
Meulenberg, M.T.G.2
-
26
-
-
84974285066
-
A general mean-variance approximation to expected utility for short holding periods
-
Pulley L.B. A general mean-variance approximation to expected utility for short holding periods. Journal of Financial and Quantitative Analysis. 14(3):1981;361-373.
-
(1981)
Journal of Financial and Quantitative Analysis
, vol.14
, Issue.3
, pp. 361-373
-
-
Pulley, L.B.1
-
27
-
-
0002892126
-
Optimal hedging under price and quantity uncertainty: The case of a cocoa producer
-
Rolfo J. Optimal hedging under price and quantity uncertainty: the case of a cocoa producer. Journal of Political Economy. 88(1):1980;100-116.
-
(1980)
Journal of Political Economy
, vol.88
, Issue.1
, pp. 100-116
-
-
Rolfo, J.1
-
28
-
-
84979421251
-
Innovation, competition, and new contract design in futures markets
-
Silber W.L. Innovation, competition, and new contract design in futures markets. Journal of Futures Markets. 1(2):1981;123-155.
-
(1981)
Journal of Futures Markets
, vol.1
, Issue.2
, pp. 123-155
-
-
Silber, W.L.1
-
29
-
-
0006883665
-
Requiem for a market: An analysis of the rise and fall of a financial futures contract
-
Tashjian E., McConnell J. Requiem for a market: an analysis of the rise and fall of a financial futures contract. Review of Financial Studies. 2(1):1989;1-23.
-
(1989)
Review of Financial Studies
, vol.2
, Issue.1
, pp. 1-23
-
-
Tashjian, E.1
McConnell, J.2
-
30
-
-
0010951465
-
Advantages to competing with yourself: Why an exchange might design futures contracts with correlated payoffs
-
Tashjian E., Weissman M. Advantages to competing with yourself: why an exchange might design futures contracts with correlated payoffs. Journal of Financial Intermediation. 4(2):1995;133-157.
-
(1995)
Journal of Financial Intermediation
, vol.4
, Issue.2
, pp. 133-157
-
-
Tashjian, E.1
Weissman, M.2
-
31
-
-
0001980147
-
The opportunity cost of a mean variance efficient choice
-
Tew B.V., Reid D.W., Witt C.A. The opportunity cost of a mean variance efficient choice. The Financial Review. 26(1):1991;31-43.
-
(1991)
The Financial Review
, vol.26
, Issue.1
, pp. 31-43
-
-
Tew, B.V.1
Reid, D.W.2
Witt, C.A.3
-
32
-
-
84978559805
-
Hedge ratios under inherent risk reduction in a commodity complex
-
Tzang D.N., Leuthold R.M. Hedge ratios under inherent risk reduction in a commodity complex. Journal of Futures Markets. 10(5):1990;497-504.
-
(1990)
Journal of Futures Markets
, vol.10
, Issue.5
, pp. 497-504
-
-
Tzang, D.N.1
Leuthold, R.M.2
-
33
-
-
0001232573
-
Futures trading and hedging
-
Working H. Futures trading and hedging. American Economic Review. 43(3):1953;314-334.
-
(1953)
American Economic Review
, vol.43
, Issue.3
, pp. 314-334
-
-
Working, H.1
-
34
-
-
44049114206
-
Optimal hedging by firms with multiple sources of risky revenues
-
Zilcha I., Broll U. Optimal hedging by firms with multiple sources of risky revenues. Economics Letters. 39(4):1992;473-477.
-
(1992)
Economics Letters
, vol.39
, Issue.4
, pp. 473-477
-
-
Zilcha, I.1
Broll, U.2
|