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)

      Article first published 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

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100302

    2. Out of sample effectiveness of a joint commodity and currency hedge: The case of soybean meal in Italy (pages 229–245)

      Francesco S. Braga and Larry J. Martin

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100303

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

      B. Wade Brorsen and Louis P. Lukac

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100304

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

      Timothy Park and Frances Antonovitz

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100305

    5. Commodity futures cross hedging of foreign exchange exposure (pages 287–306)

      Bruce A. Benet

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100307

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

      Jack S. K. Chang and Hsing Fang

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100308

    7. Stock index futures, expiration day volatility, and the “special” friday opening: A note (pages 323–325)

      Anthony F. Herbst and Edwin D. Maberly

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990100309

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