Use of crops and livestock futures contracts in portfolios: an analysis of feasibility

Use of crops and livestock futures contracts in portfolios: an analysis of feasibility

According to Portfolio Theory, by combining assets that show a correlation inferior to one (1) among their individual returns, it becomes possible to create portfolios that reduce risk without damaging expected return. Crop and livestock futures contracts and company stocks show such a characteristi...

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Bibliographic Details
Main Authors:	Fabio L. Mattos, Joaquim Bento de Souza Ferreira Filho
Format:	Article
Language:	English
Published:	Sociedade Brasileira de Economia e Sociologia Rural 2003-03-01
Series:	Revista de Economia e Sociologia Rural
Subjects:	portfolio crops livestock futures contracts Markowitz
Online Access:	http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-20032003000100001

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