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Portfolio Theory and the Demand for Futures: theory and the case of California cotton

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  • Berck, Peter

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  • Berck, Peter, 1980. "Portfolio Theory and the Demand for Futures: theory and the case of California cotton," CUDARE Working Papers 37706, University of California, Berkeley, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucbecw:37706
    DOI: 10.22004/ag.econ.37706
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    File URL: https://ageconsearch.umn.edu/record/37706/files/CUDARE%2087%20Berck.pdf
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    References listed on IDEAS

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    1. Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68(4), pages 396-396.
    2. Levy, H & Markowtiz, H M, 1979. "Approximating Expected Utility by a Function of Mean and Variance," American Economic Review, American Economic Association, vol. 69(3), pages 308-317, June.
    3. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
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    Cited by:

    1. Lei, Li-Fen, 1992. "Using futures and option contracts to manage price and quantity risk: A case of corn farmers in central Iowa," ISU General Staff Papers 1992010108000011326, Iowa State University, Department of Economics.
    2. Chalfant, James & Collender, Robert N. & Subramanfar, Shankar, 1988. "The Mean and Variance of the Mean-Variance Decision Rule," CUDARE Working Papers 198476, University of California, Berkeley, Department of Agricultural and Resource Economics.
    3. Chalfant, James A. & Callender, Robert N. & Subramanian, Shankar, 1988. "The Mean And Variance Of The Mean-Variance Decision Rule," Department of Economics and Business - Archive 259434, North Carolina State University, Department of Economics.
    4. Dote, Grace, 1982. "Economic Research Of Interest To Agriculture, 1979-1981," Economic Research of Interest to Agriculture 7291, University of California, Berkeley, Department of Agricultural and Resource Economics.

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