Journal of Futures Markets

Cover image for Journal of Futures Markets

June 1990

Volume 10, Issue 3

Pages fmi–fmi, 211–325

  1. Masthead

    1. Top of page
    2. Masthead
    3. Articles
    1. Masthead (page fmi)

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990100301

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Analyzing biases in valuation models of options on futures (pages 211–228)

      James Eales and Robert J. Hauser

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990100302

    2. Optimal portfolios for commodity futures funds (pages 247–258)

      B. Wade Brorsen and Louis P. Lukac

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990100304

    3. Basis risk and optimal decision making for California feedlots (pages 259–271)

      Timothy Park and Frances Antonovitz

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990100305

    4. An intertemporal measure of hedging effectiveness (pages 307–321)

      Jack S. K. Chang and Hsing Fang

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990100308

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