Optimal hedging with agricultural options in a portfolio context : information and efficiency /

The three-year pilot program initiated by the Commodity Futures Trading Commission (CFTC) in 1981 led to trading in options on agricultural futures on a number of commodities starting in late 1984 and early 1985. This research examines the effect of option trading on the underlying futures contracts...

Full description

Bibliographic Details

Main Author:	Ayuk, Elias Takor
Other Authors:	Bessler, David A. (degree committee member.), Capps, Oral (degree committee member.), Ruppel, Fred J. (degree committee member.), Wiggins, Steven N. (degree committee member.)
Format:	Thesis Book
Language:	English
Published:	1989.
Subjects:	Agriculture > Economic aspects. Commodity futures. Farm produce. Major agricultural economics. Academic theses
Online Access:	Link to ProQuest copy Link to OAKTrust copy ProQuest, Abstract