PORTFOLIO THEORY AND THE DEMAND FOR FUTURES - THE CASE OF CALIFORNIA COTTON

被引:27
作者
BERCK, P
机构
关键词
D O I
10.2307/1240537
中图分类号
F3 [农业经济];
学科分类号
0202 ; 020205 ; 1203 ;
摘要
引用
收藏
页码:466 / 474
页数:9
相关论文
共 23 条
[1]  
BERCK P, 1980, 85 U CAL DEP AGR RES
[2]  
*COMM FUT TRAD COM, 1978, 1977 REP FARM US FUT
[3]  
COOTNER PH, 1960, J POLIT ECON, V68, P396, DOI 10.1086/258347
[4]   PROBABILITY-DISTRIBUTIONS OF FIELD CROP YIELDS [J].
DAY, RH .
JOURNAL OF FARM ECONOMICS, 1965, 47 (03) :713-741
[5]   THE INTRODUCTION OF RISK INTO A PROGRAMMING-MODEL [J].
FREUND, RJ .
ECONOMETRICA, 1956, 24 (03) :253-263
[6]   FORECASTING AND PROBABILITY DISTRIBUTIONS FOR MODELS OF PORTFOLIO SELECTION [J].
FRIED, J .
JOURNAL OF FINANCE, 1970, 25 (03) :539-554
[7]  
LEVY H, 1979, AM ECON REV, V69, P308
[8]   EMPIRICAL-TEST OF UTILITY VS PROFIT MAXIMIZATION IN AGRICULTURAL PRODUCTION [J].
LIN, W ;
DEAN, GW ;
MOORE, CV .
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1974, 56 (03) :497-508
[9]  
Markowitz H., 1971, PORTFOLIO SELECTION
[10]   HEDGING AND INCOME STABILITY - CONCEPTS, IMPLICATIONS, AND AN EXAMPLE [J].
PECK, AE .
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1975, 57 (03) :410-419