Journal of Futures Markets

Cover image for Journal of Futures Markets

August 1987

Volume 7, Issue 4

Pages fmi–fmi, 355–468

  1. Masthead

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

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990070401

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    4. Miscellaneous
    1. The municipal-treasury futures spread (pages 355–371)

      Marcelle Arak, Raj Daryanani, Philip Fischer and Laurie Goodman

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990070402

    2. Investigation of a lead-lag relationship between spot stock indices and their futures contracts (pages 373–381)

      Anthony F. Herbst, Joseph P. McCormack and Elizabeth N. West

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990070403

    3. A portfolio approach to optimal hedging for a commercial cattle feedlot (pages 443–457)

      Paul E. Peterson and Raymond M. Leuthold

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990070407

    4. Broker—customer arbitration: An attractive alternative to litigation (pages 459–460)

      Frederick L. White and William L. Stein

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990070408

  3. Miscellaneous

    1. Top of page
    2. Masthead
    3. Articles
    4. Miscellaneous
    1. Futures bibliography (pages 461–468)

      Robert T. Daigler

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990070409

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