RISK AND RETURN IN CATTLE AND HOG FUTURES

被引：8

作者：

ELAM, EW

VAUGHT, D

机构：

[1] UNIV ILLINOIS,DEPT AGR ECON,URBANA,IL 61801

[2] UNIV ARKANSAS,DEPT AGR ECON & RURAL SOCIOL,FAYETTEVILLE,AR 72701

来源：

JOURNAL OF FUTURES MARKETS | 1988年 / 8卷 / 01期

关键词：

D O I：

10.1002/fut.3990080107

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：79 / 87

页数：9

共 14 条

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[2] EFFICIENT ASSET PORTFOLIOS AND THE THEORY OF NORMAL BACKWARDATION [J].

CARTER, CA ;

RAUSSER, GC ;

SCHMITZ, A .

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[3]

*CHIC MERC EXCH, 1984 YB

[4]

*CHIC MERC EXCH, 1974 YB

[5] FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS [J].

DUSAK, K .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (06) :1387-1406

[6]

ELIA CJ, 1978, WALL STREET J 0503, P43

[7]

Keynes J.M., 1930, TREATISE MONEY, Vii

[8] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

LINTNER, J .

JOURNAL OF FINANCE, 1965, 20 (04) :587-616

[9] EFFICIENT ASSET PORTFOLIOS AND THE THEORY OF NORMAL BACKWARDATION - A COMMENT [J].

MARCUS, AJ .

JOURNAL OF POLITICAL ECONOMY, 1984, 92 (01) :162-164

[10]

PECK AE, 1983, SELECTED WRITINGS FU, V2

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