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Efficient asset portfolios and the theory of normal backwardation

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  • Carter, Colin A.
  • Rausser, Gordon C.
  • Schmitz, Andrew

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Bibliographic Info

Paper provided by Department of Agricultural & Resource Economics, UC Berkeley in its series Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series with number qt59c8m4x6.

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Date of creation: 01 Jan 1982
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Handle: RePEc:cdl:agrebk:qt59c8m4x6

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Keywords: Social and Behavioral Sciences;

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References

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  1. Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
  2. Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
  3. 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.
  4. 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.
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