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The Theory of Asset Choice: Simultaneous Holding of Short and Long Positions in the Futures Market

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  • Schrock, Nicholas W

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  • Schrock, Nicholas W, 1971. "The Theory of Asset Choice: Simultaneous Holding of Short and Long Positions in the Futures Market," Journal of Political Economy, University of Chicago Press, vol. 79(2), pages 270-293, March-Apr.
    • Handle: RePEc:ucp:jpolec:v:79:y:1971:i:2:p:270-93
    DOI: 10.1086/259743
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    Cited by:

    1. Carter, Colin A & Rausser, Gordon C & Schmitz, Andrew, 1983. "Efficient Asset Portfolios and the Theory of Normal Backwardation," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 319-331, April.
    2. Lioui, Abraham, 1999. "Spreading currency forwards: why and how?," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 305-317, February.
    3. Julian Pareja Vasseur & Juan Giraldo Cerón & Santiago Zapata Valencia, 2017. "Market Risk, Non-parametric Methods: Hong-Kong Case," Economia Coyuntural,Revista de temas de perspectivas y coyuntura, Instituto de Investigaciones Economicas y Sociales 'Jose Ortiz Mercado' (IIES-JOM), Facultad de Ciencias Economicas, Administrativas y Financieras, Universidad Autonoma Gabriel Rene Moreno, vol. 2(4), pages 45-80.
    4. Sarris, Alexander, 1982. "A Theory of the Bias in Futures Markets of Storable Commodities," CUDARE Working Papers 198223, University of California, Berkeley, Department of Agricultural and Resource Economics.

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