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A portfolio approach to optimal hedging for a commercial cattle feedlot

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  • Raymond M. Leuthold
  • Paul E. Peterson

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  • Raymond M. Leuthold & Paul E. Peterson, 1987. "A portfolio approach to optimal hedging for a commercial cattle feedlot," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(2), pages 119-133, April.
    • Handle: RePEc:wly:jfutmk:v:7:y:1987:i:2:p:119-133
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    Cited by:

    1. Lanfranco, Bruno, 1997. "Beef cattle futures markets: Is it possible in Uruguay?," Research Reports and Working Papers 310392, Instituto Nacional de Investigacion Agropecuaria (INIA).
    2. Fei, Chengcheng & Vedenov, Dmitry & Stevens, Reid B. & Anderson, David, 2021. "Single-Commodity vs. Joint Hedging in Cattle Feeding Cycle: Is Joint Hedging Always Essential?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 46(3), September.
    3. Nicolás Acevedo Vélez, 2007. "The cattle crush strategy: trading opportunities for cattle producers," Revista Ecos de Economía, Universidad EAFIT, October.
    4. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    5. Duncan, Steven Scott, 1988. "The relevant forecast of variance of income for marketing decisions under uncertainty," ISU General Staff Papers 198801010800009839, Iowa State University, Department of Economics.
    6. Toth, Marian & Lancaric, Drahoslav & Piterkova, Andrea & Savov, Radovan & Rabek, Tomas, 2014. "Measuring Systematic Risk Of Unquoted Agricultural Farms," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra, vol. 17(1), March.

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