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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| Format: | article |
| Language: | eng |
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2003
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-20032003000100001 |
| Country: | Brazil |
| Oai: | oai:scielo:S0103-20032003000100001 |