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Hedging with a Housing Starts Futures Contract

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  • Berck, Peter
  • Rosen, Kenneth T.

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  • Berck, Peter & Rosen, Kenneth T., 1984. "Hedging with a Housing Starts Futures Contract," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0789s2xp, Department of Agricultural & Resource Economics, UC Berkeley.
    • Handle: RePEc:cdl:agrebk:qt0789s2xp
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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. Peter Berck, 1981. "Portfolio Theory and the Demand for Futures: The Case of California Cotton," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(3), pages 466-474.
    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.
    4. 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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