Efficient Asset Portfolios and the Theory of Normal Backwardation
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
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.:
- Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396-396.
- Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
- 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.
- Hans R. Stoll, "undated". "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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:ucp:jpolec:v:91:y:1983:i:2:p:319-31. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Journals Division)
If references are entirely missing, you can add them using this form.