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Hedging with a housing starts futures contract

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  • Berck, Peter
  • Rosen, Kenneth T.

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Suggested Citation

  • Berck, Peter & Rosen, Kenneth T., 1984. "Hedging with a housing starts futures contract," CUDARE Working Papers 43307, University of California, Berkeley, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucbecw:43307
    DOI: 10.22004/ag.econ.43307
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    References listed on IDEAS

    as
    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. 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.
    3. Rolfo, Jacques, 1980. "Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 100-116, February.
    4. Anne E. Peck, 1975. "Hedging and Income Stability: Concepts, Implications, and an Example," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 57(3), pages 410-419.
    5. Fried, Joel, 1970. "Forecasting and Probability Distributions for Models of Portfolio Selection," Journal of Finance, American Finance Association, vol. 25(3), pages 539-554, June.
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