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Mean-Variance Analysis Of Alternative Hedging Strategies

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  • Holland, David W.
  • Purcell, Wayne D.
  • Hague, Terry

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  • Holland, David W. & Purcell, Wayne D. & Hague, Terry, 1972. "Mean-Variance Analysis Of Alternative Hedging Strategies," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 4(1), pages 1-6, July.
    • Handle: RePEc:ags:sojoae:30313
    DOI: 10.22004/ag.econ.30313
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    File URL: https://ageconsearch.umn.edu/record/30313/files/04010123.pdf
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    References listed on IDEAS

    as
    1. Ronald W. Ward & Lehman B. Fletcher, 1971. "From Hedging to Pure Speculation: A Micro Model of Optimal Futures and Cash Market Positions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 53(1), pages 71-78.
    2. William G. Tomek & Roger W. Gray, 1970. "Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 52(3), pages 372-380.
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    Citations

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    Cited by:

    1. Klinefelter, D.A. & Sonka, S.T. & Baker, C.B., 1980. "Selection And Screening Of Marketing Options For Risk Evaluation," Risk Analysis in Agriculture: Research and Educational Developments, January 16-18, 1980, Tucson, Arizona 271567, Regional Research Projects > W-149: An Economic Evaluation of Managing Market Risks in Agriculture.
    2. Ziehm, William Walter, 1986. "An evaluation of alternative hedging strategies for Iowa cattle feeders: before, at, and after placement, 1974-1984," ISU General Staff Papers 1986010108000018118, Iowa State University, Department of Economics.
    3. Tabesh, Hamid, 1987. "Hedging price risk to soybean producers with futures and options: a case study," ISU General Staff Papers 1987010108000010306, Iowa State University, Department of Economics.
    4. Purcell, Wayne D. & Riffe, Don A., 1980. "The Impact Of Selected Hedging Strategies On The Cash Flow Position Of Cattle Feeders," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(1), pages 1-9, July.
    5. Rowsell, John B. & Kenyon, David E., 1988. "Target-MOTAD: A Stochastic Dominant Method For Evaluating Alternative Profit Margin Hedging Strategies," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270146, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. McKinnell, Cathy S. & Kahl, Kandice H. & Curtis, Charles E., Jr., 1990. "A Regional Comparison Of Risk-Efficient Soybean Marketing Strategies," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 22(1), pages 1-10, July.

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    Demand and Price Analysis;

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