A risk-return simulation model of commodity market hedging strategies

Robert E. Markland, Robert J. Newett. A risk-return simulation model of commodity market hedging strategies. In Joseph M. Sussman, editor, Proceedings of the 6th conference on Winter simulation, WSC 1973, San Francisco, CA, USA, January 17-19, 1973. pages 889-890, ACM, 1973. [doi]

@inproceedings{MarklandN73,
  title = {A risk-return simulation model of commodity market hedging strategies},
  author = {Robert E. Markland and Robert J. Newett},
  year = {1973},
  doi = {10.1145/800293.811660},
  url = {https://doi.org/10.1145/800293.811660},
  researchr = {https://researchr.org/publication/MarklandN73},
  cites = {0},
  citedby = {0},
  pages = {889-890},
  booktitle = {Proceedings of the 6th conference on Winter simulation, WSC 1973, San Francisco, CA, USA, January 17-19, 1973},
  editor = {Joseph M. Sussman},
  publisher = {ACM},
  isbn = {978-1-4503-7405-7},
}