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• W2147024702 abstract "Journal of Futures MarketsVolume 1, Issue 1 p. 59-76 Article The hedging rationale for a stock index futures contract Neil S. Weiner, Neil S. Weiner Neil S. Weiner received his doctorate from Harvard University and is a consulting economist for the Kansas City Board of Trade, recently working on the proposed stock index futures contract. He is currently located in the Los Angeles area.Search for more papers by this author Neil S. Weiner, Neil S. Weiner Neil S. Weiner received his doctorate from Harvard University and is a consulting economist for the Kansas City Board of Trade, recently working on the proposed stock index futures contract. He is currently located in the Los Angeles area.Search for more papers by this author First published: Spring 1981 https://doi.org/10.1002/fut.3990010106Citations: 5 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat Bibliography Aber, John W. (1973): Beta Coefficients and Models of Security Return, Lexington Books, Lexington, MA. Blume, Marshall E. (1971): “On the Assessment of Risk,” Journal of Finance, March: 1–10. Blume, Marshall E., Crockett, Jean, and Friend, Irwin (1974): “ Stockownership in The United States: Characteristics and Trends,” Survey of Current Business, November: 16–40. Caves, Richard E. (1977): “Organization, Scale, and Performance of Grain Trade,” Food Research Institute Studies, XVI (3): 107–123. Cootner, Paul H. (1967): “Speculation and Hedging,” Proceedings of a Symposium on Price Effects of Speculation in Organized Commodity Markets, Food Research Institute Studies, Supplement to Vol. VII: 65–104. Ederington, Louis H. (1979): “The Hedging Performance of the New Futures Markets,” Journal of Finance, March: 157–170. Fama, Eugene F. (1971): “Risk, Return, and Equilibrium,” Journal of Political Economy, January-February: 30–54. Friend, Irwin, and Blume, Marshall (1970): “ Measurement of Portfolio Performance Under Uncertainty,” American Economic Review, September: 561–575. Hadar, Josef, and Russell, William R. (1969): “ Rules For Ordering Uncertain Prospects,” American Economic Review, March: 25–34. Houthakker, Hendrik S. (1959): “ The Scope and Limits of Futures Trading,” in The Allocation of Economic Resources, Essays in Honor of Bernard Francis Haley, Stanford U. P., Stanford, CA. King, Benjamin F. (1966): “ Market and Industry Factors in Stock Price Behavior,” Journal of Business, January: 139–190. Levy, Haim (1980): “ The CAPM and Beta in an Imperfect Market,” The Journal of Portfolio Management, Winter: 5–11. Lorie, James H., and Hamilton, Mary T. (1973): The Stock Market: Theories and Evidence, Richard D. Irwin, Homewood, IL. Markowitz, H. (1952): “Portfolio Selection,” Journal of Finance, March: 77–91. Sarnat, Marshall (1974): “Capital Market Imperfections and the Composition of Optimal Portfolios,” Journal of Finance, September: 1241–1253. Schlarbaum, Gary G., Lewellen, Wilbur G., and Lease, Ronald C. (1978): “Realized Returns on Common Stock Investments: The Experience of Individual Investors,” Journal of Business, April: 299–325. Sharpe, William F. (1970): Portfolio Theory and Capital Markets, McGraw-Hill, New York. Simkowitz, Michael A., and Beedles, William L. (1978): “Diversification in a Three-Moment World,” Journal of Financial and Quantitative Analysis, December: 927–941. Simonson, Donald G. (1972): “ The Speculative Behavior of Mutual Funds,” Journal of Finance, May: 381–391. Smith Keith, V. (1964): “Stock Price and Economic Indexes For Generating Efficient Portfolios,” Journal of Business, April: 326–336. Treynor, Jack L. (1980): “If You Can Forecast The Market, You Don't Need Anything Else,” Editor's Comment, Financial Analysts Journal, January-February: 2 Tsiang, S. C. (1972): “ The Rationale of The Mean-Standard Deviation Analysis, Skewness Preference, and The Demand for Money,” American Economic Review, June: 354–371. Yeaney, Woodrow Wilson (1978): “ Investment Characteristics of Commodity Futures Contracts,” Unpublished Ph.D. Thesis, Pennsylvania State University, 1978. Citing Literature Volume1, Issue1Spring 1981Pages 59-76 ReferencesRelatedInformation" @default.
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