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

[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]. JOURNAL OF FARM ECONOMICS, 1965, 47 (03): : 713 - 741

[5] THE INTRODUCTION OF RISK INTO A PROGRAMMING-MODEL [J]. ECONOMETRICA, 1956, 24 (03) : 253 - 263

[6] FORECASTING AND PROBABILITY DISTRIBUTIONS FOR MODELS OF PORTFOLIO SELECTION [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]. 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]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1975, 57 (03) : 410 - 419

[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]. JOURNAL OF FARM ECONOMICS, 1965, 47 (03): : 713 - 741

[5] THE INTRODUCTION OF RISK INTO A PROGRAMMING-MODEL [J]. ECONOMETRICA, 1956, 24 (03) : 253 - 263

[6] FORECASTING AND PROBABILITY DISTRIBUTIONS FOR MODELS OF PORTFOLIO SELECTION [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]. 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]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1975, 57 (03) : 410 - 419