Efficient Asset Portfolios and the Theory of Normal Backwardation
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Bibliographic InfoArticle provided by University of Chicago Press in its journal Journal of Political Economy.
Volume (Year): 91 (1983)
Issue (Month): 2 (April)
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Web page: http://www.journals.uchicago.edu/JPE/
Other versions of this item:
- 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.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hans R. Stoll, .
"Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium,"
Rodney L. White Center for Financial Research Working Papers
17-79, Wharton School Rodney L. White Center for Financial Research.
- Stoll, Hans R., 1979. "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(04), pages 873-894, November.
- Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
- Mundlak, Yair & Rausser, Gordon C., 1979.
"Structural change, parameter variation, and forecasting,"
CUDARE Working Paper Series
0076, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
- Mindlak, Yair & Rausser, Gordon C., 1976. "Structural change, parameter variation, and forecasting," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt094565f3, Department of Agricultural & Resource Economics, UC Berkeley.
- Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
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