O'neil, J. C.; Akridge, J. T.; Dobson, W. D. - In: Agribusiness 7 (1991) 6, pp. 563-576
Three strategies for hedging Federal Farm Credit Bonds were evaluated using data for March 1985 through March 1989. The barbell strategy presently used by the Farm Credit Bank's Funding Corporation and a price sensitivity strategy performed equally well for meeting the mean and variance...