@article{fortenbery_hauser_1990, title={INVESTMENT POTENTIAL OF AGRICULTURAL FUTURES CONTRACTS}, volume={72}, ISSN={["0002-9092"]}, DOI={10.2307/1243042}, abstractNote={AbstractInvestment benefits from trading live cattle, hog, corn, and soybean futures contracts are considered under the assumption that the investor's risk/return evaluation is relative to a highly diversified stock portfolio. A mean‐variance approach is used to find the “optimal” mix of investments for the initial stock portfolio and for portfolios which may include both stocks and futures. The addition of futures contracts to the portfolio rarely increases the portfolio return. This finding is consistent with risk‐premium results of previous studies. However, investment benefits from agricultural futures are found in the form of a reduction in the portfolio's nonsystematic risk.}, number={3}, journal={AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS}, author={FORTENBERY, TR and HAUSER, RJ}, year={1990}, month={Aug}, pages={721–726} }
 @book{fortenbery_1989, title={Basis tables for corn, soybeans and wheat in selected North Carolina markets, 1984-1988}, number={79}, journal={Basis tables for corn, soybeans and wheat in selected North Carolina markets, 1984-1988}, publisher={Raleigh, N.C.: Dept. of Economics and Business, N.C. State University}, author={Fortenbery, T. R.}, year={1989} }