Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders
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Bibliographic InfoArticle provided by Stanford University, Food Research Institute in its journal Food Research Institute Studies.
Volume (Year): (1967)
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Demand and Price Analysis; International Relations/Trade;
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- Carter, Colin A & Rausser, Gordon C & Schmitz, Andrew, 1983.
"Efficient Asset Portfolios and the Theory of Normal Backwardation,"
Journal of Political Economy,
University of Chicago Press, vol. 91(2), pages 319-31, April.
- Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982. "Efficient asset portfolios and the theory of normal backwardation," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt59c8m4x6, Department of Agricultural & Resource Economics, UC Berkeley.
- Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982. "Efficient asset portfolios and the theory of normal backwardation," CUDARE Working Paper Series 133R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
- Jack Hirshleifer, 1976. "The Theory of Specualtion Under Alternative Regimes of Markets," UCLA Economics Working Papers 070, UCLA Department of Economics.
- Wang, Changyun, 2000. "Investor sentiment and return predictability in agricultural futures markets," MPRA Paper 36425, University Library of Munich, Germany, revised Sep 2002.
- Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2003. "Causality In Futures Markets," Working Papers 28574, University of Maryland, Department of Agricultural and Resource Economics.
- Jack Hirshleifer, 1973. "Speculation and Equilibrium:Information,Risk,and Markets," UCLA Economics Working Papers 037, UCLA Department of Economics.
- Goss, Barry A., 1980. "Aspects Of Hedging Theory," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(03), December.
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