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A portfolio approach to optimal hedging for a commercial cattle feedlot

โœ Scribed by Paul E. Peterson; Raymond M. Leuthold

Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
911 KB
Volume
7
Category
Article
ISSN
0270-7314

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โœฆ Synopsis

he cattle feeding industry in the United States has been characterized in recent T years by wide swings in the prices of the major inputs-feeder cattle and feed grains-and the final product-fed cattle. Hedging with futures contracts is one technique that cattle feeders can use to stabilize prices and incomes, and it has become increasingly important as a risk management tool during the past decade.

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A portfolio approach to optimal hedging
A portfolio approach to optimal hedging for a commercial cattle feedlot
โœ Raymond M. Leuthold; Paul E. Peterson ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 911 KB

he cattle feeding industry in the United States has been characterized in recent T years by wide swings in the prices of the major inputs-feeder cattle and feed grains-and the final product-fed cattle. Hedging with futures contracts is one technique that cattle feeders can use to stabilize prices an

Comonotonic approximations for a general
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
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In this paper we discuss multiperiod portfolio selection problems related to a specific provisioning problem. Our results are an extension of Dhaene et al. (2005) [14], where optimal constant mix investment strategies are obtained in a provisioning and savings context, using an analytical approach b