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]