Bozic, Marin; Newton, John; Thraen, Cameron S.; Gould, … - Department of Applied Economics, College of … - 2012
volatility but are considering the adoption of risk management programs that address income over feed cost (IOFC) margin risk …. Successful margin risk management should be founded on understanding of the behavior of IOFC margins. To that end, we construct … catastrophic risk management program by initiating protection at 9 to 12 months prior to futures contract maturity. As a case study …