The Time Pattern of Hedging and the Volatility of Futures Prices Ronald W. Anderson; Jean-Pierre Danthine The Review of Economic Studies, Vol. 50, No. 2. (Apr., 1983), pp. 249-266. Stable URL: http://links.jstor.org/sici?sici=0034-6527%28198304%2950%3A2%3C249%3ATTPOHA%3E2.0.CO%3B2-S The Review of Economic Studies is currently published by The Review of Economic Studies Ltd..

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You have printed the following article: The Time Pattern of Hedging and the Volatility of Futures Prices Ronald W. Anderson; Jean-Pierre Danthine The Review of Economic Studies, Vol. 50, No. 2. (Apr., 1983), pp. 249-266. Stable URL: http://links.jstor.org/sici?sici=0034-6527%28198304%2950%3A2%3C249%3ATTPOHA%3E2.0.CO%3B2-S

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Notes 2

An Intertemporal Capital Asset Pricing Model Robert C. Merton Econometrica, Vol. 41, No. 5. (Sep., 1973), pp. 867-887. Stable URL: http://links.jstor.org/sici?sici=0012-9682%28197309%2941%3A5%3C867%3AAICAPM%3E2.0.CO%3B2-E 5

Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums Katherine Dusak The Journal of Political Economy, Vol. 81, No. 6. (Nov. - Dec., 1973), pp. 1387-1406. Stable URL: http://links.jstor.org/sici?sici=0022-3808%28197311%2F12%2981%3A6%3C1387%3AFTAIRA%3E2.0.CO%3B2-N 5

Consumption Risk in Futures Markets Douglas T. Breeden The Journal of Finance, Vol. 35, No. 2, Papers and Proceedings Thirty-Eighth Annual Meeting American Finance Association, Atlanta, Georgia, December 28-30, 1979. (May, 1980), pp. 503-520. Stable URL: http://links.jstor.org/sici?sici=0022-1082%28198005%2935%3A2%3C503%3ACRIFM%3E2.0.CO%3B2-B

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6

Is Real-World Price a Tale Told by the Idiot of Chance? Paul A. Samuelson The Review of Economics and Statistics, Vol. 58, No. 1. (Feb., 1976), pp. 120-123. Stable URL: http://links.jstor.org/sici?sici=0034-6535%28197602%2958%3A1%3C120%3AIRPATT%3E2.0.CO%3B2-O

References Cross Hedging Ronald W. Anderson; Jean-Pierre Danthine The Journal of Political Economy, Vol. 89, No. 6. (Dec., 1981), pp. 1182-1196. Stable URL: http://links.jstor.org/sici?sici=0022-3808%28198112%2989%3A6%3C1182%3ACH%3E2.0.CO%3B2-2

Consumption Risk in Futures Markets Douglas T. Breeden The Journal of Finance, Vol. 35, No. 2, Papers and Proceedings Thirty-Eighth Annual Meeting American Finance Association, Atlanta, Georgia, December 28-30, 1979. (May, 1980), pp. 503-520. Stable URL: http://links.jstor.org/sici?sici=0022-1082%28198005%2935%3A2%3C503%3ACRIFM%3E2.0.CO%3B2-B

Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums Katherine Dusak The Journal of Political Economy, Vol. 81, No. 6. (Nov. - Dec., 1973), pp. 1387-1406. Stable URL: http://links.jstor.org/sici?sici=0022-3808%28197311%2F12%2981%3A6%3C1387%3AFTAIRA%3E2.0.CO%3B2-N

Hedging and the Competitive Firm Under Price Uncertainty Duncan M. Holthausen The American Economic Review, Vol. 69, No. 5. (Dec., 1979), pp. 989-995. Stable URL: http://links.jstor.org/sici?sici=0002-8282%28197912%2969%3A5%3C989%3AHATCFU%3E2.0.CO%3B2-I

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An Intertemporal Capital Asset Pricing Model Robert C. Merton Econometrica, Vol. 41, No. 5. (Sep., 1973), pp. 867-887. Stable URL: http://links.jstor.org/sici?sici=0012-9682%28197309%2941%3A5%3C867%3AAICAPM%3E2.0.CO%3B2-E

Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer Jacques Rolfo The Journal of Political Economy, Vol. 88, No. 1. (Feb., 1980), pp. 100-116. Stable URL: http://links.jstor.org/sici?sici=0022-3808%28198002%2988%3A1%3C100%3AOHUPAQ%3E2.0.CO%3B2-M

A Note on the Variability of Futures Prices D. J. S. Rutledge The Review of Economics and Statistics, Vol. 58, No. 1. (Feb., 1976), pp. 118-120. Stable URL: http://links.jstor.org/sici?sici=0034-6535%28197602%2958%3A1%3C118%3AANOTVO%3E2.0.CO%3B2-X

Is Real-World Price a Tale Told by the Idiot of Chance? Paul A. Samuelson The Review of Economics and Statistics, Vol. 58, No. 1. (Feb., 1976), pp. 120-123. Stable URL: http://links.jstor.org/sici?sici=0034-6535%28197602%2958%3A1%3C120%3AIRPATT%3E2.0.CO%3B2-O

NOTE: The reference numbering from the original has been maintained in this citation list.

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